UniCredit Put 20 FL 18.09.2024
/ DE000HD03RZ9
UniCredit Put 20 FL 18.09.2024/ DE000HD03RZ9 /
| 2024-05-23 4:31:45 PM |
Chg.+0.120 |
Bid4:41:12 PM |
Ask4:41:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.000EUR |
+6.38% |
1.950
Bid Size: 12,000 |
1.990
Ask Size: 12,000 |
Foot Locker Inc |
20.00 - |
2024-09-18 |
Put |
Master data
| WKN: |
HD03RZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Foot Locker Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.58 |
| Parity: |
-1.08 |
| Time value: |
1.93 |
| Break-even: |
18.07 |
| Moneyness: |
0.95 |
| Premium: |
0.14 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.04 |
| Spread %: |
2.12% |
| Delta: |
-0.36 |
| Theta: |
-0.01 |
| Omega: |
-3.91 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.730 |
| High: |
2.000 |
| Low: |
1.730 |
| Previous Close: |
1.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.26% |
| 1 Month |
|
|
-9.09% |
| 3 Months |
|
|
+110.53% |
| YTD |
|
|
+45.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.180 |
1.880 |
| 1M High / 1M Low: |
2.510 |
1.690 |
| 6M High / 6M Low: |
3.140 |
0.600 |
| High (YTD): |
2024-04-30 |
2.510 |
| Low (YTD): |
2024-03-06 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.718 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.44% |
| Volatility 6M: |
|
374.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
