UniCredit Put 80 HEIA 18.09.2024
/ DE000HC9XPY9
UniCredit Put 80 HEIA 18.09.2024/ DE000HC9XPY9 /
| 03/06/2024 14:50:24 |
Chg.+0.011 |
Bid16:56:36 |
Ask16:56:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
+15.07% |
0.084
Bid Size: 90,000 |
0.090
Ask Size: 90,000 |
Heineken NV |
80.00 - |
18/09/2024 |
Put |
Master data
| WKN: |
HC9XPY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-96.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.19 |
| Time value: |
0.10 |
| Break-even: |
79.05 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.03 |
| Spread %: |
50.79% |
| Delta: |
-0.13 |
| Theta: |
-0.01 |
| Omega: |
-12.91 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.084 |
| Previous Close: |
0.073 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.37% |
| 1 Month |
|
|
-30.00% |
| 3 Months |
|
|
-72.00% |
| YTD |
|
|
-66.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.059 |
| 1M High / 1M Low: |
0.140 |
0.058 |
| 6M High / 6M Low: |
0.430 |
0.058 |
| High (YTD): |
18/03/2024 |
0.310 |
| Low (YTD): |
20/05/2024 |
0.058 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.082 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.207 |
| Avg. volume 6M: |
|
96.774 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.86% |
| Volatility 6M: |
|
154.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
