UC WAR. PUT 06/24 WOO/ DE000HC6ZZL6 /
2024-05-23 5:41:55 PM | Chg.0.0000 | Bid2024-05-23 | Ask2024-05-23 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1200EUR | 0.00% | 0.1200 Bid Size: 100,000 |
0.1300 Ask Size: 100,000 |
Foot Locker Inc | 20.00 - | 2024-06-19 | Put |
Master data
WKN: | HC6ZZL |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Foot Locker Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 20.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-05-26 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -17.57 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.77 |
Historic volatility: | 0.58 |
Parity: | -0.11 |
Time value: | 0.12 |
Break-even: | 18.80 |
Moneyness: | 0.95 |
Premium: | 0.11 |
Premium p.a.: | 3.01 |
Spread abs.: | 0.01 |
Spread %: | 9.09% |
Delta: | -0.36 |
Theta: | -0.03 |
Omega: | -6.25 |
Rho: | -0.01 |
Quote data
Open: | 0.1200 |
---|---|
High: | 0.1200 |
Low: | 0.1200 |
Previous Close: | 0.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.29% | ||
---|---|---|---|
1 Month | -14.29% | ||
3 Months | +233.33% | ||
YTD | 0.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1400 | 0.1200 |
---|---|---|
1M High / 1M Low: | 0.1700 | 0.0910 |
6M High / 6M Low: | 0.3000 | 0.0340 |
High (YTD): | 2024-03-06 | 0.1800 |
Low (YTD): | 2024-03-27 | 0.0340 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1280 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1283 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1247 | |
Avg. volume 6M: | 1.6935 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 167.99% | |
Volatility 6M: | 551.88% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |