UC WAR. PUT 12/24 HNK1/ DE000HC9AAA9 /
| 2024-09-25 1:46:04 PM | Chg.+0.0100 | Bid2024-09-25 | Ask2024-09-25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4200EUR | +2.44% | 0.4100 Bid Size: 70,000 |
0.4200 Ask Size: 70,000 |
Heineken NV | 80.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC9AAA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 80.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-18 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -18.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.19 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | 0.19 |
| Time value: | 0.24 |
| Break-even: | 75.70 |
| Moneyness: | 1.02 |
| Premium: | 0.03 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 7.50% |
| Delta: | -0.53 |
| Theta: | -0.02 |
| Omega: | -9.71 |
| Rho: | -0.11 |
Quote data
| Open: | 0.4400 |
|---|---|
| High: | 0.4500 |
| Low: | 0.4200 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +31.25% | ||
|---|---|---|---|
| 1 Month | +16.67% | ||
| 3 Months | +180.00% | ||
| YTD | +27.27% | ||
| 1 Year | -16.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4100 | 0.2800 |
|---|---|---|
| 1M High / 1M Low: | 0.4100 | 0.2300 |
| 6M High / 6M Low: | 0.4200 | 0.1200 |
| High (YTD): | 2024-08-05 | 0.4200 |
| Low (YTD): | 2024-06-12 | 0.1200 |
| 52W High: | 2023-10-09 | 0.6300 |
| 52W Low: | 2024-06-12 | 0.1200 |
| Avg. price 1W: | 0.3520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2955 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2392 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3297 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 164.19% | |
| Volatility 6M: | 205.85% | |
| Volatility 1Y: | 163.39% | |
| Volatility 3Y: | - |
