UniCredit Put 80 HEIA 18.09.2024
/ DE000HC9XPY9
UniCredit Put 80 HEIA 18.09.2024/ DE000HC9XPY9 /
| 7/5/2024 7:25:42 PM |
Chg.+0.006 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+9.38% |
0.062
Bid Size: 12,000 |
0.093
Ask Size: 12,000 |
Heineken NV |
80.00 - |
9/18/2024 |
Put |
Master data
| WKN: |
HC9XPY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-96.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-0.97 |
| Time value: |
0.09 |
| Break-even: |
79.07 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.03 |
| Spread %: |
50.00% |
| Delta: |
-0.15 |
| Theta: |
-0.02 |
| Omega: |
-14.52 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.067 |
| High: |
0.075 |
| Low: |
0.067 |
| Previous Close: |
0.064 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
-70.83% |
| YTD |
|
|
-72.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.083 |
0.064 |
| 1M High / 1M Low: |
0.090 |
0.045 |
| 6M High / 6M Low: |
0.310 |
0.045 |
| High (YTD): |
3/1/2024 |
0.310 |
| Low (YTD): |
6/12/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.34% |
| Volatility 6M: |
|
186.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
