UniCredit Put 100 HEIA 18.06.2025
/ DE000HD1EDK0
UniCredit Put 100 HEIA 18.06.2025/ DE000HD1EDK0 /
| 2024-05-02 4:46:16 PM |
Chg.+0.060 |
Bid5:51:58 PM |
Ask5:51:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.230EUR |
+5.13% |
1.210
Bid Size: 15,000 |
1.230
Ask Size: 15,000 |
Heineken NV |
100.00 - |
2025-06-18 |
Put |
Master data
| WKN: |
HD1EDK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.87 |
| Time value: |
0.34 |
| Break-even: |
87.90 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.04 |
| Spread %: |
3.42% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-3.92 |
| Rho: |
-0.67 |
Quote data
| Open: |
1.220 |
| High: |
1.240 |
| Low: |
1.180 |
| Previous Close: |
1.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.85% |
| 1 Month |
|
|
-10.22% |
| 3 Months |
|
|
+6.03% |
| YTD |
|
|
-4.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
1.130 |
| 1M High / 1M Low: |
1.520 |
1.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-21 |
1.710 |
| Low (YTD): |
2024-02-08 |
1.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.165 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
