UniCredit Put 100 HEIA 18.12.2024
/ DE000HC7MAP6
UniCredit Put 100 HEIA 18.12.2024/ DE000HC7MAP6 /
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: |
|
- |