UniCredit Put 20 FL 18.09.2024
/ DE000HD03RZ9
UniCredit Put 20 FL 18.09.2024/ DE000HD03RZ9 /
| 08/07/2024 19:39:16 |
Chg.-0.200 |
Bid21:55:30 |
Ask21:55:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-21.28% |
0.800
Bid Size: 10,000 |
0.850
Ask Size: 10,000 |
Foot Locker Inc |
20.00 - |
18/09/2024 |
Put |
Master data
| WKN: |
HD03RZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.60 |
| Parity: |
-1.34 |
| Time value: |
0.92 |
| Break-even: |
19.08 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.05 |
| Spread %: |
5.75% |
| Delta: |
-0.32 |
| Theta: |
-0.01 |
| Omega: |
-7.36 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.670 |
| High: |
0.880 |
| Low: |
0.670 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.84% |
| 1 Month |
|
|
+10.45% |
| 3 Months |
|
|
-60.00% |
| YTD |
|
|
-45.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.770 |
| 1M High / 1M Low: |
0.940 |
0.150 |
| 6M High / 6M Low: |
2.510 |
0.150 |
| High (YTD): |
30/04/2024 |
2.510 |
| Low (YTD): |
25/06/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.649 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,224.84% |
| Volatility 6M: |
|
605.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
