UC WAR. PUT 06/25 HNK1/ DE000HD1EDK0 /
| 2024-07-05 9:46:20 PM | Chg.+0.0200 | Bid9:59:05 PM | Ask9:59:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2100EUR | +1.68% | 1.2100 Bid Size: 6,000 |
1.2400 Ask Size: 6,000 |
Heineken NV | 100.00 - | 2025-06-18 | Put |
Master data
| WKN: | HD1EDK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -7.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.04 |
|---|---|
| Intrinsic value: | 1.03 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | 1.03 |
| Time value: | 0.21 |
| Break-even: | 87.60 |
| Moneyness: | 1.11 |
| Premium: | 0.02 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.03 |
| Spread %: | 2.48% |
| Delta: | -0.58 |
| Theta: | -0.01 |
| Omega: | -4.22 |
| Rho: | -0.61 |
Quote data
| Open: | 1.1900 |
|---|---|
| High: | 1.2100 |
| Low: | 1.1800 |
| Previous Close: | 1.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.82% | ||
|---|---|---|---|
| 1 Month | +26.04% | ||
| 3 Months | -20.39% | ||
| YTD | -6.20% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2300 | 1.1900 |
|---|---|---|
| 1M High / 1M Low: | 1.2300 | 0.8900 |
| 6M High / 6M Low: | 1.7200 | 0.8600 |
| High (YTD): | 2024-03-21 | 1.7200 |
| Low (YTD): | 2024-05-20 | 0.8600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0719 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2564 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 81.49% | |
| Volatility 6M: | 81.88% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
