UniCredit Put 100 HEIA 18.06.2025
/ DE000HD1EDK0
UniCredit Put 100 HEIA 18.06.2025/ DE000HD1EDK0 /
| 23/05/2024 09:22:54 |
Chg.+0.010 |
Bid09:49:24 |
Ask09:49:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+1.06% |
0.930
Bid Size: 60,000 |
0.940
Ask Size: 60,000 |
Heineken NV |
100.00 - |
18/06/2025 |
Put |
Master data
| WKN: |
HD1EDK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
18/06/2025 |
| Issue date: |
27/12/2023 |
| Last trading day: |
17/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.36 |
| Time value: |
0.52 |
| Break-even: |
91.20 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
3.53% |
| Delta: |
-0.45 |
| Theta: |
-0.01 |
| Omega: |
-4.89 |
| Rho: |
-0.56 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.26% |
| 1 Month |
|
|
-24.60% |
| 3 Months |
|
|
-31.16% |
| YTD |
|
|
-26.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.850 |
| 1M High / 1M Low: |
1.260 |
0.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
21/03/2024 |
1.710 |
| Low (YTD): |
21/05/2024 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
