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UniCredit Put 100 HEIA 18.12.2024/  DE000HC7MAP6  /

Frankfurt Zert./HVB
2024-07-26  7:28:51 PM Chg.-0.100 Bid9:59:22 PM Ask10:38:24 AM Underlying Strike price Expiration date Option type
1.030EUR -8.85% 1.810
Bid Size: 6,000		 -
Ask Size: -		 Heineken NV 100.00 - 2024-12-18 Put
 

Master data

WKN: HC7MAP
Issuer: UniCredit
Currency: EUR
Underlying: Heineken NV
Type: Warrant
Option type: Put
Strike price: 100.00 -
Maturity: 2024-12-18
Issue date: 2023-06-23
Last trading day: 2024-12-17
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: 0.16
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: -5.81
Rho: -0.28
 

Quote data

Open: 1.120
High: 1.130
Low: 1.030
Previous Close: 1.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.63%
1 Month
  -7.21%
3 Months
  -2.83%
YTD
  -11.21%
1 Year  
+7.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.160 1.030
1M High / 1M Low: 1.220 1.030
6M High / 6M Low: 1.650 0.690
High (YTD): 2024-03-21 1.650
Low (YTD): 2024-05-21 0.690
52W High: 2023-10-02 1.830
52W Low: 2024-05-21 0.690
Avg. price 1W:   1.106
Avg. volume 1W:   0.000
Avg. price 1M:   1.137
Avg. volume 1M:   0.000
Avg. price 6M:   1.141
Avg. volume 6M:   0.000
Avg. price 1Y:   1.293
Avg. volume 1Y:   0.000
Volatility 1M:   68.13%
Volatility 6M:   105.45%
Volatility 1Y:   85.46%
Volatility 3Y:   -