UC WAR. PUT 12/24 HNK1/ DE000HC9AAA9 /
| 08/10/2024 21:47:12 | Chg.+0.0900 | Bid21:59:49 | Ask21:59:49 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4700EUR | +23.68% | 0.4500 Bid Size: 10,000 |
0.4800 Ask Size: 10,000 |
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: | -20.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | 0.13 |
| Time value: | 0.26 |
| Break-even: | 76.10 |
| Moneyness: | 1.02 |
| Premium: | 0.03 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.03 |
| Spread %: | 8.33% |
| Delta: | -0.51 |
| Theta: | -0.02 |
| Omega: | -10.37 |
| Rho: | -0.09 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.4700 |
| Low: | 0.3800 |
| Previous Close: | 0.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +27.03% | ||
|---|---|---|---|
| 1 Month | +56.67% | ||
| 3 Months | +176.47% | ||
| YTD | +42.42% | ||
| 1 Year | -25.40% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4000 | 0.3700 |
|---|---|---|
| 1M High / 1M Low: | 0.4300 | 0.2300 |
| 6M High / 6M Low: | 0.4300 | 0.1200 |
| High (YTD): | 25/09/2024 | 0.4300 |
| Low (YTD): | 12/06/2024 | 0.1200 |
| 52W High: | 09/10/2023 | 0.6300 |
| 52W Low: | 12/06/2024 | 0.1200 |
| Avg. price 1W: | 0.3840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3281 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2448 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3212 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 193.41% | |
| Volatility 6M: | 210.44% | |
| Volatility 1Y: | 166.64% | |
| Volatility 3Y: | - |
