UC WAR. CALL 12/24 HNK1/ DE000HC9AA96 /
| 2024-05-21 11:45:16 AM | Chg.-0.0200 | Bid2024-05-21 | Ask2024-05-21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3100EUR | -6.06% | 0.3000 Bid Size: 90,000 |
0.3100 Ask Size: 90,000 |
Heineken NV | 105.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC9AA9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-18 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 28.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.18 |
| Parity: | -0.83 |
| Time value: | 0.34 |
| Break-even: | 108.40 |
| Moneyness: | 0.92 |
| Premium: | 0.12 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.03 |
| Spread %: | 9.68% |
| Delta: | 0.37 |
| Theta: | -0.02 |
| Omega: | 10.54 |
| Rho: | 0.19 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3300 |
| Low: | 0.3100 |
| Previous Close: | 0.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +19.23% | ||
|---|---|---|---|
| 1 Month | +72.22% | ||
| 3 Months | +82.35% | ||
| YTD | -8.82% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.2600 |
|---|---|---|
| 1M High / 1M Low: | 0.3300 | 0.1700 |
| 6M High / 6M Low: | 0.3800 | 0.0920 |
| High (YTD): | 2024-02-08 | 0.3800 |
| Low (YTD): | 2024-03-21 | 0.0920 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2315 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2215 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 152.83% | |
| Volatility 6M: | 158.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
