UC WAR. PUT 12/24 HNK1/ DE000HC7MAP6 /
| 2024-05-29 9:45:04 AM | Chg.+0.0400 | Bid11:07:32 AM | Ask11:07:32 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9100EUR | +4.60% | 0.9400 Bid Size: 50,000 |
0.9500 Ask Size: 50,000 |
Heineken NV | 100.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC7MAP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -10.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.76 |
|---|---|
| Intrinsic value: | 0.66 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | 0.66 |
| Time value: | 0.23 |
| Break-even: | 91.10 |
| Moneyness: | 1.07 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.03 |
| Spread %: | 3.49% |
| Delta: | -0.58 |
| Theta: | -0.01 |
| Omega: | -6.08 |
| Rho: | -0.35 |
Quote data
| Open: | 0.8900 |
|---|---|
| High: | 0.9100 |
| Low: | 0.8900 |
| Previous Close: | 0.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.19% | ||
|---|---|---|---|
| 1 Month | -14.15% | ||
| 3 Months | -42.04% | ||
| YTD | -21.55% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8700 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 1.1500 | 0.7000 |
| 6M High / 6M Low: | 1.7900 | 0.7000 |
| High (YTD): | 2024-03-21 | 1.6600 |
| Low (YTD): | 2024-05-20 | 0.7000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9010 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2348 | |
| Avg. volume 6M: | 16.0968 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 87.80% | |
| Volatility 6M: | 90.73% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
