UniCredit Put 90 HEIA 18.09.2024/  DE000HD5HMX8  /

Frankfurt Zert./HVB
7/5/2024  7:26:18 PM Chg.+0.030 Bid9:59:05 PM Ask9:59:05 PM Underlying Strike price Expiration date Option type
0.340EUR +9.68% 0.330
Bid Size: 10,000
0.360
Ask Size: 10,000
Heineken NV 90.00 - 9/18/2024 Put
 

Master data

WKN: HD5HMX
Issuer: UniCredit
Currency: EUR
Underlying: Heineken NV
Type: Warrant
Option type: Put
Strike price: 90.00 -
Maturity: 9/18/2024
Issue date: 5/13/2024
Last trading day: 9/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -24.92
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.03
Implied volatility: 0.23
Historic volatility: 0.18
Parity: 0.03
Time value: 0.33
Break-even: 86.40
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 9.09%
Delta: -0.46
Theta: -0.02
Omega: -11.56
Rho: -0.09
 

Quote data

Open: 0.320
High: 0.350
Low: 0.310
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month  
+61.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.360 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.270
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -