UniCredit Put 100 HEIA 18.12.2024
/ DE000HC7MAP6
UniCredit Put 100 HEIA 18.12.2024/ DE000HC7MAP6 /
| 2024-07-29 5:10:39 PM |
Chg.+0.78 |
Bid5:51:07 PM |
Ask5:51:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.83EUR |
+74.29% |
1.85
Bid Size: 12,000 |
-
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: |
1.46 |
| High: |
1.83 |
| Low: |
1.46 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+69.44% |
| 1 Month |
|
|
+66.36% |
| 3 Months |
|
|
+74.29% |
| YTD |
|
|
+57.76% |
| 1 Year |
|
|
+92.63% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
1.05 |
| 1M High / 1M Low: |
1.21 |
1.05 |
| 6M High / 6M Low: |
1.66 |
0.70 |
| High (YTD): |
2024-03-21 |
1.66 |
| Low (YTD): |
2024-05-20 |
0.70 |
| 52W High: |
2023-10-03 |
1.82 |
| 52W Low: |
2024-05-20 |
0.70 |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
60.15% |
| Volatility 6M: |
|
104.42% |
| Volatility 1Y: |
|
84.23% |
| Volatility 3Y: |
|
- |
