UC WAR. PUT 12/24 HNK1/ DE000HC7MAP6 /
| 2024-05-24 9:47:07 PM | Chg.-0.0300 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8000EUR | -3.61% | 0.7800 Bid Size: 8,000 |
0.8100 Ask Size: 8,000 |
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: | -11.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.69 |
|---|---|
| Intrinsic value: | 0.54 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | 0.54 |
| Time value: | 0.27 |
| Break-even: | 91.90 |
| Moneyness: | 1.06 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.03 |
| Spread %: | 3.85% |
| Delta: | -0.55 |
| Theta: | -0.01 |
| Omega: | -6.41 |
| Rho: | -0.34 |
Quote data
| Open: | 0.8300 |
|---|---|
| High: | 0.8300 |
| Low: | 0.8000 |
| Previous Close: | 0.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.59% | ||
|---|---|---|---|
| 1 Month | -22.33% | ||
| 3 Months | -37.98% | ||
| YTD | -31.03% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8300 | 0.7000 |
|---|---|---|
| 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: | 0.7660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9219 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2490 | |
| Avg. volume 6M: | 16.0968 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 83.36% | |
| Volatility 6M: | 90.04% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
