UniCredit Put 80 HEIA 18.09.2024
/ DE000HC9XPY9
UniCredit Put 80 HEIA 18.09.2024/ DE000HC9XPY9 /
| 30/07/2024 19:37:42 |
Chg.-0.030 |
Bid20:00:36 |
Ask20:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
-18.75% |
0.130
Bid Size: 15,000 |
0.150
Ask Size: 15,000 |
Heineken NV |
80.00 - |
18/09/2024 |
Put |
Master data
| WKN: |
HC9XPY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-45.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.15 |
| Time value: |
0.18 |
| Break-even: |
78.20 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
20.00% |
| Delta: |
-0.37 |
| Theta: |
-0.02 |
| Omega: |
-16.83 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.130 |
| High: |
0.150 |
| Low: |
0.110 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+150.00% |
| 1 Month |
|
|
+44.44% |
| 3 Months |
|
|
+8.33% |
| YTD |
|
|
-48.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.046 |
| 1M High / 1M Low: |
0.160 |
0.036 |
| 6M High / 6M Low: |
0.310 |
0.036 |
| High (YTD): |
01/03/2024 |
0.310 |
| Low (YTD): |
19/07/2024 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.147 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
908.73% |
| Volatility 6M: |
|
398.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
