UC WAR. CALL 06/25 HNK1/ DE000HD1EDF0 /
| 2024-05-28 9:47:18 PM | Chg.-0.0700 | Bid9:59:17 PM | Ask9:59:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1000EUR | -5.98% | 1.0800 Bid Size: 8,000 |
1.1100 Ask Size: 8,000 |
Heineken NV | 90.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EDF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.14 |
|---|---|
| Intrinsic value: | 0.46 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.18 |
| Parity: | 0.46 |
| Time value: | 0.73 |
| Break-even: | 101.90 |
| Moneyness: | 1.05 |
| Premium: | 0.08 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.03 |
| Spread %: | 2.59% |
| Delta: | 0.71 |
| Theta: | -0.01 |
| Omega: | 5.64 |
| Rho: | 0.58 |
Quote data
| Open: | 1.1700 |
|---|---|
| High: | 1.1700 |
| Low: | 1.1000 |
| Previous Close: | 1.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.38% | ||
|---|---|---|---|
| 1 Month | +15.79% | ||
| 3 Months | +52.78% | ||
| YTD | -2.65% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3000 | 1.1500 |
|---|---|---|
| 1M High / 1M Low: | 1.3400 | 0.9000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-20 | 1.3400 |
| Low (YTD): | 2024-03-21 | 0.5800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1185 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 71.71% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
