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: | - |
