UC WAR. PUT 09/24 HNK1/ DE000HD5HMX8 /
8/22/2024 11:46:30 AM | Chg.- | Bid1:15:51 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9800EUR | - | 0.9700 Bid Size: 40,000 |
- Ask Size: - |
Heineken NV | 90.00 - | 9/18/2024 | Put |
Master data
WKN: | HD5HMX |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Put |
Strike price: | 90.00 - |
Maturity: | 9/18/2024 |
Issue date: | 5/13/2024 |
Last trading day: | 8/22/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -8.07 |
Leverage: | Yes |
Calculated values
Fair value: | 0.77 |
---|---|
Intrinsic value: | 0.77 |
Implied volatility: | 0.91 |
Historic volatility: | 0.19 |
Parity: | 0.77 |
Time value: | 0.25 |
Break-even: | 79.80 |
Moneyness: | 1.09 |
Premium: | 0.03 |
Premium p.a.: | 1.52 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | -0.67 |
Theta: | -0.20 |
Omega: | -5.44 |
Rho: | -0.02 |
Quote data
Open: | 0.9600 |
---|---|
High: | 0.9800 |
Low: | 0.9500 |
Previous Close: | 0.9400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -1.01% | ||
3 Months | +366.67% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 1.0600 | 0.9300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 1.0015 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 81.52% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |