UC WAR. CALL 06/24 KHNZ/ DE000HC7U5F2 /
| 2024-04-30 9:42:01 PM | Chg.+0.0100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3700EUR | +2.78% | 0.3600 Bid Size: 20,000 |
0.3700 Ask Size: 20,000 |
Kraft Heinz Company | 35.00 USD | 2024-06-19 | Call |
Master data
| WKN: | HC7U5F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Kraft Heinz Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 USD |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-30 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.36 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.16 |
| Parity: | 0.34 |
| Time value: | 0.03 |
| Break-even: | 36.51 |
| Moneyness: | 1.10 |
| Premium: | 0.01 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.01 |
| Spread %: | 2.78% |
| Delta: | 0.90 |
| Theta: | -0.01 |
| Omega: | 8.81 |
| Rho: | 0.04 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.3700 |
| Low: | 0.3400 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.78% | ||
|---|---|---|---|
| 1 Month | +48.00% | ||
| 3 Months | +8.82% | ||
| YTD | +19.35% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.3700 | 0.3500 |
|---|---|---|
| 1M High / 1M Low: | 0.3700 | 0.2000 |
| 6M High / 6M Low: | 0.4300 | 0.1100 |
| High (YTD): | 2024-01-09 | 0.4300 |
| Low (YTD): | 2024-03-14 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2886 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2547 | |
| Avg. volume 6M: | 15.2000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.12% | |
| Volatility 6M: | 158.53% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
