UC WAR. CALL 12/24 HNK1/ DE000HD03208 /
| 2024-05-02 9:47:18 PM | Chg.-0.0500 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3900EUR | -3.47% | 1.3800 Bid Size: 6,000 |
1.4100 Ask Size: 6,000 |
Heineken NV | 80.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD0320 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.40 |
|---|---|
| Intrinsic value: | 1.13 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.18 |
| Parity: | 1.13 |
| Time value: | 0.32 |
| Break-even: | 94.50 |
| Moneyness: | 1.14 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 2.84% |
| Delta: | 0.85 |
| Theta: | -0.01 |
| Omega: | 5.35 |
| Rho: | 0.40 |
Quote data
| Open: | 1.4400 |
|---|---|
| High: | 1.4400 |
| Low: | 1.3500 |
| Previous Close: | 1.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.71% | ||
|---|---|---|---|
| 1 Month | +13.93% | ||
| 3 Months | -16.27% | ||
| YTD | -12.58% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.4900 | 1.4100 |
|---|---|---|
| 1M High / 1M Low: | 1.4900 | 1.0800 |
| 6M High / 6M Low: | 1.8100 | 0.8900 |
| High (YTD): | 2024-02-08 | 1.8100 |
| Low (YTD): | 2024-03-21 | 0.8900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4475 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2367 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2960 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 80.32% | |
| Volatility 6M: | 88.55% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
