UC WAR. PUT 06/25 HNK1/ DE000HD1EDK0 /
2024-08-05 1:45:20 PM | Chg.- | Bid3:08:25 PM | Ask2024-08-05 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.0200EUR | - | 2.0800 Bid Size: 45,000 |
- Ask Size: 45,000 |
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: | 2024-08-06 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -4.00 |
Leverage: | Yes |
Calculated values
Fair value: | 1.85 |
---|---|
Intrinsic value: | 1.85 |
Implied volatility: | 0.34 |
Historic volatility: | 0.19 |
Parity: | 1.85 |
Time value: | 0.19 |
Break-even: | 79.60 |
Moneyness: | 1.23 |
Premium: | 0.02 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.03 |
Spread %: | 1.49% |
Delta: | -0.67 |
Theta: | -0.01 |
Omega: | -2.66 |
Rho: | -0.59 |
Quote data
Open: | 1.9500 |
---|---|
High: | 2.0200 |
Low: | 1.9500 |
Previous Close: | 1.8400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | +106.12% | ||
YTD | +56.59% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 2.0200 | 2.0200 |
6M High / 6M Low: | 2.0200 | 0.8600 |
High (YTD): | 2024-08-05 | 2.0200 |
Low (YTD): | 2024-05-20 | 0.8600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 2.0200 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.2758 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | 113.64% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |