UC WAR. PUT 12/25 HNK1/ DE000HD7LVN8 /
| 2024-10-04 9:47:12 PM | Chg.+0.0100 | Bid9:59:54 PM | Ask9:59:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7800EUR | +1.30% | 0.7500 Bid Size: 12,000 |
0.8600 Ask Size: 12,000 |
Heineken NV | 80.00 EUR | 2025-12-17 | Put |
Master data
| WKN: | HD7LVN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 80.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-08-05 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -9.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.58 |
|---|---|
| Intrinsic value: | 0.18 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.19 |
| Parity: | 0.18 |
| Time value: | 0.68 |
| Break-even: | 71.40 |
| Moneyness: | 1.02 |
| Premium: | 0.09 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.11 |
| Spread %: | 14.67% |
| Delta: | -0.42 |
| Theta: | -0.01 |
| Omega: | -3.80 |
| Rho: | -0.50 |
Quote data
| Open: | 0.7600 |
|---|---|
| High: | 0.8000 |
| Low: | 0.7600 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.18% | ||
|---|---|---|---|
| 1 Month | +18.18% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7800 | 0.7200 |
|---|---|---|
| 1M High / 1M Low: | 0.8100 | 0.6000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7010 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 82.05% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
