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UniCredit Put 80 HEIA 18.12.2024/  DE000HC9AAA9  /

Frankfurt Zert./HVB
2024-09-25  7:34:25 PM Chg.+0.030 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
0.430EUR +7.50% 0.410
Bid Size: 10,000		 0.440
Ask Size: 10,000		 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: 0.440
High: 0.450
Low: 0.400
Previous Close: 0.400
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+38.71%
1 Month  
+19.44%
3 Months  
+230.77%
YTD  
+30.30%
1 Year
  -12.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.280
1M High / 1M Low: 0.400 0.220
6M High / 6M Low: 0.410 0.110
High (YTD): 2024-08-05 0.410
Low (YTD): 2024-06-12 0.110
52W High: 2023-10-09 0.620
52W Low: 2024-06-12 0.110
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.288
Avg. volume 1M:   0.000
Avg. price 6M:   0.230
Avg. volume 6M:   0.000
Avg. price 1Y:   0.321
Avg. volume 1Y:   0.000
Volatility 1M:   159.78%
Volatility 6M:   215.79%
Volatility 1Y:   171.49%
Volatility 3Y:   -