UC WAR. PUT 12/24 HNK1/ DE000HC9AAA9 /
9/24/2024 9:45:10 PM | Chg.+0.0200 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4100EUR | +5.13% | 0.4000 Bid Size: 10,000 |
0.4300 Ask Size: 10,000 |
Heineken NV | 80.00 - | 12/18/2024 | Put |
Master data
WKN: | HC9AAA |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Put |
Strike price: | 80.00 - |
Maturity: | 12/18/2024 |
Issue date: | 9/18/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -19.15 |
Leverage: | Yes |
Calculated values
Fair value: | 0.33 |
---|---|
Intrinsic value: | 0.15 |
Implied volatility: | 0.24 |
Historic volatility: | 0.19 |
Parity: | 0.15 |
Time value: | 0.26 |
Break-even: | 75.90 |
Moneyness: | 1.02 |
Premium: | 0.03 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.03 |
Spread %: | 7.89% |
Delta: | -0.51 |
Theta: | -0.02 |
Omega: | -9.84 |
Rho: | -0.10 |
Quote data
Open: | 0.4100 |
---|---|
High: | 0.4600 |
Low: | 0.4000 |
Previous Close: | 0.3900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +28.13% | ||
---|---|---|---|
1 Month | +13.89% | ||
3 Months | +173.33% | ||
YTD | +24.24% | ||
1 Year | -18.00% | ||
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): | 8/5/2024 | 0.4200 |
Low (YTD): | 6/12/2024 | 0.1200 |
52W High: | 10/9/2023 | 0.6300 |
52W Low: | 6/12/2024 | 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: | - |