UC WAR. PUT 12/24 HNK1/ DE000HC7MAP6 /
| 2024-07-30 9:01:44 AM | Chg.-0.0200 | Bid9:06:00 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7900EUR | -1.10% | 1.7500 Bid Size: 20,000 |
- Ask Size: - |
Heineken NV | 100.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC7MAP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -8.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.93 |
|---|---|
| Intrinsic value: | 0.93 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.16 |
| Parity: | 0.93 |
| Time value: | 0.13 |
| Break-even: | 89.40 |
| Moneyness: | 1.10 |
| Premium: | 0.01 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.03 |
| Spread %: | 2.91% |
| Delta: | -0.68 |
| Theta: | -0.01 |
| Omega: | -5.81 |
| Rho: | -0.28 |
Quote data
| Open: | 1.7900 |
|---|---|
| High: | 1.7900 |
| Low: | 1.7900 |
| Previous Close: | 1.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +58.41% | ||
|---|---|---|---|
| 1 Month | +61.26% | ||
| 3 Months | +68.87% | ||
| YTD | +54.31% | ||
| 1 Year | +86.46% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8100 | 1.0600 |
|---|---|---|
| 1M High / 1M Low: | 1.8100 | 1.0600 |
| 6M High / 6M Low: | 1.8100 | 0.7000 |
| High (YTD): | 2024-07-29 | 1.8100 |
| Low (YTD): | 2024-05-20 | 0.7000 |
| 52W High: | 2023-10-09 | 1.8300 |
| 52W Low: | 2024-05-20 | 0.7000 |
| Avg. price 1W: | 1.2640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1786 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1563 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3037 | |
| Avg. volume 1Y: | 7.8275 | |
| Volatility 1M: | 259.01% | |
| Volatility 6M: | 141.95% | |
| Volatility 1Y: | 108.18% | |
| Volatility 3Y: | - |
