UC WAR. PUT 12/25 HNK1/ DE000HD7LVN8 /
11/12/2024 9:45:25 PM | Chg.+0.0400 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0900EUR | +3.81% | 1.0600 Bid Size: 10,000 |
1.0900 Ask Size: 10,000 |
Heineken NV | 80.00 EUR | 12/17/2025 | Put |
Master data
WKN: | HD7LVN |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Put |
Strike price: | 80.00 EUR |
Maturity: | 12/17/2025 |
Issue date: | 8/5/2024 |
Last trading day: | 12/16/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -6.80 |
Leverage: | Yes |
Calculated values
Fair value: | 0.86 |
---|---|
Intrinsic value: | 0.72 |
Implied volatility: | 0.26 |
Historic volatility: | 0.19 |
Parity: | 0.72 |
Time value: | 0.35 |
Break-even: | 69.30 |
Moneyness: | 1.10 |
Premium: | 0.05 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.03 |
Spread %: | 2.88% |
Delta: | -0.53 |
Theta: | -0.01 |
Omega: | -3.62 |
Rho: | -0.54 |
Quote data
Open: | 1.0600 |
---|---|
High: | 1.0900 |
Low: | 1.0600 |
Previous Close: | 1.0500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +11.22% | ||
---|---|---|---|
1 Month | +29.76% | ||
3 Months | +49.32% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1000 | 0.9800 |
---|---|---|
1M High / 1M Low: | 1.1000 | 0.6900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.0520 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8681 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 98.70% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |