UniCredit Put 100 HEIA 18.12.2024
/ DE000HC7MAP6
UniCredit Put 100 HEIA 18.12.2024/ DE000HC7MAP6 /
| 2024-06-03 5:13:57 PM |
Chg.+0.060 |
Bid7:00:16 PM |
Ask7:00:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+6.25% |
1.050
Bid Size: 14,000 |
1.070
Ask Size: 14,000 |
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: |
-9.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.81 |
| Time value: |
0.15 |
| Break-even: |
90.40 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
3.23% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-5.99 |
| Rho: |
-0.36 |
Quote data
| Open: |
0.930 |
| High: |
1.020 |
| Low: |
0.930 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.11% |
| 1 Month |
|
|
-6.42% |
| 3 Months |
|
|
-36.25% |
| YTD |
|
|
-12.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.790 |
| 1M High / 1M Low: |
1.140 |
0.700 |
| 6M High / 6M Low: |
1.660 |
0.700 |
| High (YTD): |
2024-03-21 |
1.660 |
| Low (YTD): |
2024-05-20 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.877 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.03% |
| Volatility 6M: |
|
92.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
