UniCredit Put 80 HEIA 18.09.2024
/ DE000HC9XPY9
UniCredit Put 80 HEIA 18.09.2024/ DE000HC9XPY9 /
8/30/2024 8:46:23 PM |
Chg.-0.006 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.060EUR |
-9.09% |
0.048 Bid Size: 15,000 |
0.077 Ask Size: 15,000 |
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: |
-105.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
-0.15 |
Time value: |
0.08 |
Break-even: |
79.23 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.03 |
Spread %: |
60.42% |
Delta: |
-0.32 |
Theta: |
-0.03 |
Omega: |
-33.81 |
Rho: |
-0.01 |
Quote data
Open: |
0.053 |
High: |
0.060 |
Low: |
0.053 |
Previous Close: |
0.066 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.00% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-17.81% |
YTD |
|
|
-76.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.060 |
1M High / 1M Low: |
0.250 |
0.060 |
6M High / 6M Low: |
0.310 |
0.030 |
High (YTD): |
3/18/2024 |
0.310 |
Low (YTD): |
7/19/2024 |
0.030 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.071 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.156 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.134 |
Avg. volume 6M: |
|
93.750 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
468.56% |
Volatility 6M: |
|
425.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |