UC WAR. CALL 06/24 HNK1/ DE000HC7MAJ9 /
| 5/15/2024 1:46:31 PM | Chg.-0.0200 | Bid3:10:17 PM | Ask3:10:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1800EUR | -10.00% | 0.2000 Bid Size: 70,000 |
0.2100 Ask Size: 70,000 |
Heineken NV | 95.00 EUR | 6/19/2024 | Call |
Master data
| WKN: | HC7MAJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 95.00 EUR |
| Maturity: | 6/19/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 42.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | -0.10 |
| Time value: | 0.22 |
| Break-even: | 97.20 |
| Moneyness: | 0.99 |
| Premium: | 0.03 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.03 |
| Spread %: | 15.79% |
| Delta: | 0.47 |
| Theta: | -0.04 |
| Omega: | 20.07 |
| Rho: | 0.04 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2000 |
| Low: | 0.1800 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.50% | ||
|---|---|---|---|
| 1 Month | +91.49% | ||
| 3 Months | 0.00% | ||
| YTD | -57.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2000 | 0.1600 |
|---|---|---|
| 1M High / 1M Low: | 0.2000 | 0.0790 |
| 6M High / 6M Low: | 0.5000 | 0.0540 |
| High (YTD): | 2/8/2024 | 0.5000 |
| Low (YTD): | 3/21/2024 | 0.0540 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1388 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2237 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 332.88% | |
| Volatility 6M: | 250.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
