UC WAR. CALL 06/25 HNK1/ DE000HD3B845 /
| 2024-05-28 9:45:49 PM | Chg.-0.0900 | Bid9:59:17 PM | Ask9:59:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4300EUR | -5.92% | 1.4100 Bid Size: 6,000 |
1.4400 Ask Size: 6,000 |
Heineken NV | 85.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD3B84 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-03-04 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.48 |
|---|---|
| Intrinsic value: | 0.96 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.18 |
| Parity: | 0.96 |
| Time value: | 0.57 |
| Break-even: | 100.30 |
| Moneyness: | 1.11 |
| Premium: | 0.06 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.03 |
| Spread %: | 2.00% |
| Delta: | 0.80 |
| Theta: | -0.01 |
| Omega: | 4.92 |
| Rho: | 0.63 |
Quote data
| Open: | 1.5200 |
|---|---|
| High: | 1.5200 |
| Low: | 1.4300 |
| Previous Close: | 1.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.33% | ||
|---|---|---|---|
| 1 Month | +14.40% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6500 | 1.4900 |
|---|---|---|
| 1M High / 1M Low: | 1.6900 | 1.1900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4440 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 60.70% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
