UC WAR. PUT 12/24 HNK1/ DE000HC7MAP6 /
| 7/26/2024 9:46:19 PM | Chg.-0.0700 | Bid9:59:36 PM | Ask9:59:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0600EUR | -6.19% | 1.0300 Bid Size: 6,000 |
1.0600 Ask Size: 6,000 |
Heineken NV | 100.00 - | 12/18/2024 | Put |
Master data
| WKN: | HC7MAP |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| 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: | 0.18 |
| 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: | -5.80 |
| Rho: | -0.28 |
Quote data
| Open: | 1.1300 |
|---|---|
| High: | 1.1300 |
| Low: | 1.0400 |
| Previous Close: | 1.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.83% | ||
|---|---|---|---|
| 1 Month | -4.50% | ||
| 3 Months | -1.85% | ||
| YTD | -8.62% | ||
| 1 Year | +10.42% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1900 | 1.0600 |
|---|---|---|
| 1M High / 1M Low: | 1.2300 | 1.0600 |
| 6M High / 6M Low: | 1.6600 | 0.7000 |
| High (YTD): | 3/21/2024 | 1.6600 |
| Low (YTD): | 5/20/2024 | 0.7000 |
| 52W High: | 10/9/2023 | 1.8300 |
| 52W Low: | 5/20/2024 | 0.7000 |
| Avg. price 1W: | 1.1180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1452 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1502 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3004 | |
| Avg. volume 1Y: | 7.8275 | |
| Volatility 1M: | 64.11% | |
| Volatility 6M: | 102.51% | |
| Volatility 1Y: | 91.22% | |
| Volatility 3Y: | - |
