UniCredit Put 90 HEIA 18.09.2024
/ DE000HD5HMX8
UniCredit Put 90 HEIA 18.09.2024/ DE000HD5HMX8 /
22/08/2024 13:23:14 |
Chg.+0.020 |
Bid21:22:43 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
+2.11% |
- Bid Size: - |
- Ask Size: - |
Heineken NV |
90.00 - |
18/09/2024 |
Put |
Master data
WKN: |
HD5HMX |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
90.00 - |
Maturity: |
18/09/2024 |
Issue date: |
13/05/2024 |
Last trading day: |
22/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.85 |
Intrinsic value: |
0.85 |
Implied volatility: |
0.76 |
Historic volatility: |
0.19 |
Parity: |
0.85 |
Time value: |
0.17 |
Break-even: |
79.80 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.79 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.73 |
Theta: |
-0.14 |
Omega: |
-5.82 |
Rho: |
-0.02 |
Quote data
Open: |
0.950 |
High: |
0.980 |
Low: |
0.950 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-2.02% |
3 Months |
|
|
+385.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.060 |
0.920 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.002 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.19% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |