UC WAR. PUT 09/24 HNK1/ DE000HD5HMX8 /
| 15/07/2024 21:47:00 | Chg.- | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | - | 0.3700 Bid Size: 10,000 |
0.4000 Ask Size: 10,000 |
Heineken NV | 90.00 - | 18/09/2024 | Put |
Master data
| WKN: | HD5HMX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 90.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 13/05/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -22.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.18 |
| Parity: | 0.07 |
| Time value: | 0.32 |
| Break-even: | 86.10 |
| Moneyness: | 1.01 |
| Premium: | 0.04 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.03 |
| Spread %: | 8.33% |
| Delta: | -0.48 |
| Theta: | -0.03 |
| Omega: | -11.04 |
| Rho: | -0.08 |
Quote data
| Open: | 0.3700 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3500 |
| Previous Close: | 0.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.00% | ||
|---|---|---|---|
| 1 Month | +65.22% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4000 | 0.3400 |
|---|---|---|
| 1M High / 1M Low: | 0.4000 | 0.2400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3248 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 166.10% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
