UC WAR. PUT 12/24 HNK1/ DE000HC9AAA9 /
| 05/09/2024 19:46:26 | Chg.-0.0300 | Bid20:00:22 | Ask20:00:22 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | -10.34% | 0.2500 Bid Size: 15,000 |
0.2700 Ask Size: 15,000 |
Heineken NV | 80.00 - | 18/12/2024 | Put |
Master data
| WKN: | HC9AAA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 80.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 18/09/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -26.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | -0.15 |
| Time value: | 0.31 |
| Break-even: | 76.90 |
| Moneyness: | 0.98 |
| Premium: | 0.06 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.03 |
| Spread %: | 10.71% |
| Delta: | -0.39 |
| Theta: | -0.02 |
| Omega: | -10.18 |
| Rho: | -0.10 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2600 |
| Previous Close: | 0.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.14% | ||
|---|---|---|---|
| 1 Month | -38.10% | ||
| 3 Months | +73.33% | ||
| YTD | -21.21% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2800 |
|---|---|---|
| 1M High / 1M Low: | 0.4200 | 0.2800 |
| 6M High / 6M Low: | 0.4200 | 0.1200 |
| High (YTD): | 05/08/2024 | 0.4200 |
| Low (YTD): | 12/06/2024 | 0.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3539 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2469 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 83.99% | |
| Volatility 6M: | 198.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
