UC WAR. PUT 09/24 HNK1/ DE000HC9XPY9 /
03/09/2024 09:46:41 | Chg.-0.0190 | Bid11:13:11 | Ask11:13:11 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0560EUR | -25.33% | 0.0580 Bid Size: 100,000 |
0.0640 Ask Size: 100,000 |
Heineken NV | 80.00 - | 18/09/2024 | Put |
Master data
WKN: | HC9XPY |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Put |
Strike price: | 80.00 - |
Maturity: | 18/09/2024 |
Issue date: | 17/10/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -92.52 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.19 |
Parity: | -0.14 |
Time value: | 0.09 |
Break-even: | 79.12 |
Moneyness: | 0.98 |
Premium: | 0.03 |
Premium p.a.: | 0.97 |
Spread abs.: | 0.03 |
Spread %: | 46.67% |
Delta: | -0.34 |
Theta: | -0.04 |
Omega: | -31.02 |
Rho: | -0.01 |
Quote data
Open: | 0.0440 |
---|---|
High: | 0.0560 |
Low: | 0.0440 |
Previous Close: | 0.0750 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -28.21% | ||
---|---|---|---|
1 Month | -56.92% | ||
3 Months | -37.78% | ||
YTD | -78.46% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0780 | 0.0590 |
---|---|---|
1M High / 1M Low: | 0.2600 | 0.0590 |
6M High / 6M Low: | 0.3100 | 0.0510 |
High (YTD): | 01/03/2024 | 0.3200 |
Low (YTD): | 26/07/2024 | 0.0510 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0692 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1641 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1422 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 223.72% | |
Volatility 6M: | 388.79% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |