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UniCredit Put 80 HEIA 18.12.2024/  DE000HC9AAA9  /

EUWAX
10/18/2024  10:14:27 AM Chg.-0.020 Bid12:58:47 PM Ask12:58:47 PM Underlying Strike price Expiration date Option type
0.370EUR -5.13% 0.370
Bid Size: 80,000		 0.380
Ask Size: 80,000		 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: -19.08
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.18
Implied volatility: 0.26
Historic volatility: 0.19
Parity: 0.18
Time value: 0.23
Break-even: 75.90
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 7.89%
Delta: -0.54
Theta: -0.02
Omega: -10.34
Rho: -0.08
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.78%
1 Month  
+23.33%
3 Months  
+146.67%
YTD  
+12.12%
1 Year
  -37.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.390
1M High / 1M Low: 0.480 0.260
6M High / 6M Low: 0.480 0.110
High (YTD): 10/10/2024 0.480
Low (YTD): 6/12/2024 0.110
52W High: 10/20/2023 0.610
52W Low: 6/12/2024 0.110
Avg. price 1W:   0.428
Avg. volume 1W:   0.000
Avg. price 1M:   0.382
Avg. volume 1M:   0.000
Avg. price 6M:   0.243
Avg. volume 6M:   0.000
Avg. price 1Y:   0.307
Avg. volume 1Y:   0.000
Volatility 1M:   214.53%
Volatility 6M:   235.50%
Volatility 1Y:   183.49%
Volatility 3Y:   -