UC WAR. CALL 06/24 KHNZ/ DE000HC8UYB7 /
| 2024-05-02 12:40:08 PM | Chg.-0.2100 | Bid2024-05-02 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4200EUR | -33.33% | 0.4200 Bid Size: 14,000 |
- Ask Size: - |
Kraft Heinz Company | 32.00 USD | 2024-06-19 | Call |
Master data
| WKN: | HC8UYB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Kraft Heinz Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 32.00 USD |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-08-21 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.40 |
| Implied volatility: | 0.82 |
| Historic volatility: | 0.17 |
| Parity: | 0.40 |
| Time value: | 0.22 |
| Break-even: | 36.06 |
| Moneyness: | 1.13 |
| Premium: | 0.07 |
| Premium p.a.: | 0.62 |
| Spread abs.: | -0.01 |
| Spread %: | -1.59% |
| Delta: | 0.72 |
| Theta: | -0.04 |
| Omega: | 3.94 |
| Rho: | 0.02 |
Quote data
| Open: | 0.4100 |
|---|---|
| High: | 0.4300 |
| Low: | 0.4100 |
| Previous Close: | 0.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.00% | ||
|---|---|---|---|
| 1 Month | -22.22% | ||
| 3 Months | -27.59% | ||
| YTD | -19.23% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.6300 | 0.6000 |
|---|---|---|
| 1M High / 1M Low: | 0.6300 | 0.4200 |
| 6M High / 6M Low: | 0.6600 | 0.2700 |
| High (YTD): | 2024-01-09 | 0.6600 |
| Low (YTD): | 2024-02-14 | 0.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6150 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5324 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4582 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 73.28% | |
| Volatility 6M: | 112.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
