UniCredit Put 80 HEIA 19.03.2025
/ DE000HD43F44
UniCredit Put 80 HEIA 19.03.2025/ DE000HD43F44 /
9/17/2024 1:38:03 PM |
Chg.+0.020 |
Bid4:11:23 PM |
Ask4:11:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+5.56% |
0.390 Bid Size: 100,000 |
0.400 Ask Size: 100,000 |
Heineken NV |
80.00 - |
3/19/2025 |
Put |
Master data
WKN: |
HD43F4 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
80.00 - |
Maturity: |
3/19/2025 |
Issue date: |
3/25/2024 |
Last trading day: |
3/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-19.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-0.20 |
Time value: |
0.42 |
Break-even: |
75.80 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.12 |
Spread %: |
40.00% |
Delta: |
-0.37 |
Theta: |
-0.01 |
Omega: |
-7.30 |
Rho: |
-0.17 |
Quote data
Open: |
0.360 |
High: |
0.380 |
Low: |
0.360 |
Previous Close: |
0.360 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-20.83% |
3 Months |
|
|
+80.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.330 |
1M High / 1M Low: |
0.490 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.356 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.404 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |