UC WAR. CALL 06/24 HNK1/ DE000HC7MAJ9 /
| 2024-05-22 9:46:19 AM | Chg.-0.0500 | Bid10:38:18 AM | Ask10:38:18 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | -17.24% | 0.2300 Bid Size: 60,000 |
0.2400 Ask Size: 60,000 |
Heineken NV | 95.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7MAJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 95.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 32.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.18 |
| Parity: | 0.14 |
| Time value: | 0.16 |
| Break-even: | 98.00 |
| Moneyness: | 1.01 |
| Premium: | 0.02 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.03 |
| Spread %: | 11.11% |
| Delta: | 0.63 |
| Theta: | -0.04 |
| Omega: | 20.35 |
| Rho: | 0.04 |
Quote data
| Open: | 0.2900 |
|---|---|
| High: | 0.2900 |
| Low: | 0.2400 |
| Previous Close: | 0.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.29% | ||
|---|---|---|---|
| 1 Month | +33.33% | ||
| 3 Months | +26.32% | ||
| YTD | -42.86% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.2100 |
|---|---|---|
| 1M High / 1M Low: | 0.3300 | 0.0820 |
| 6M High / 6M Low: | 0.5000 | 0.0540 |
| High (YTD): | 2024-02-08 | 0.5000 |
| Low (YTD): | 2024-03-21 | 0.0540 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1810 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2275 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 295.43% | |
| Volatility 6M: | 249.86% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
