UniCredit Put 80 HEIA 18.09.2024
/ DE000HC9XPY9
UniCredit Put 80 HEIA 18.09.2024/ DE000HC9XPY9 /
2024-07-26 7:38:59 PM |
Chg.-0.004 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.046EUR |
-8.00% |
0.038 Bid Size: 12,000 |
0.070 Ask Size: 12,000 |
Heineken NV |
80.00 - |
2024-09-18 |
Put |
Master data
WKN: |
HC9XPY |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 - |
Maturity: |
2024-09-18 |
Issue date: |
2023-10-17 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-129.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.18 |
Parity: |
-1.07 |
Time value: |
0.07 |
Break-even: |
79.30 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
1.26 |
Spread abs.: |
0.03 |
Spread %: |
84.21% |
Delta: |
-0.12 |
Theta: |
-0.02 |
Omega: |
-16.05 |
Rho: |
-0.02 |
Quote data
Open: |
0.050 |
High: |
0.052 |
Low: |
0.045 |
Previous Close: |
0.050 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+27.78% |
1 Month |
|
|
-48.89% |
3 Months |
|
|
-64.62% |
YTD |
|
|
-81.60% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.055 |
0.046 |
1M High / 1M Low: |
0.090 |
0.036 |
6M High / 6M Low: |
0.310 |
0.036 |
High (YTD): |
2024-03-01 |
0.310 |
Low (YTD): |
2024-07-19 |
0.036 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.050 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.063 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.147 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.79% |
Volatility 6M: |
|
199.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |