UniCredit Put 80 HEIA 18.12.2024
/ DE000HC9AAA9
UniCredit Put 80 HEIA 18.12.2024/ DE000HC9AAA9 /
| 9/3/2024 10:36:45 AM |
Chg.-0.020 |
Bid10:42:53 AM |
Ask10:42:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-6.90% |
0.280
Bid Size: 100,000 |
0.290
Ask Size: 100,000 |
Heineken NV |
80.00 - |
12/18/2024 |
Put |
Master data
| WKN: |
HC9AAA |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
9/18/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.14 |
| Time value: |
0.32 |
| Break-even: |
76.80 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
-0.39 |
| Theta: |
-0.02 |
| Omega: |
-9.93 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.270 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
-6.90% |
| 3 Months |
|
|
+68.75% |
| YTD |
|
|
-18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.270 |
| 1M High / 1M Low: |
0.410 |
0.270 |
| 6M High / 6M Low: |
0.410 |
0.110 |
| High (YTD): |
8/5/2024 |
0.410 |
| Low (YTD): |
6/12/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.237 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.22% |
| Volatility 6M: |
|
211.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
