UC WAR. CALL 12/24 HNK1/ DE000HD0A2Y9 /
2024-05-21 1:45:32 PM | Chg.-0.0500 | Bid3:01:07 PM | Ask3:01:07 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7300EUR | -6.41% | 0.7300 Bid Size: 50,000 |
0.7400 Ask Size: 50,000 |
Heineken NV | 95.00 - | 2024-12-18 | Call |
Master data
WKN: | HD0A2Y |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 95.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-10-30 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 12.40 |
Leverage: | Yes |
Calculated values
Fair value: | 0.72 |
---|---|
Intrinsic value: | 0.17 |
Implied volatility: | 0.20 |
Historic volatility: | 0.18 |
Parity: | 0.17 |
Time value: | 0.61 |
Break-even: | 102.80 |
Moneyness: | 1.02 |
Premium: | 0.06 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.03 |
Spread %: | 4.00% |
Delta: | 0.63 |
Theta: | -0.02 |
Omega: | 7.84 |
Rho: | 0.31 |
Quote data
Open: | 0.7600 |
---|---|
High: | 0.7600 |
Low: | 0.7300 |
Previous Close: | 0.7800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.87% | ||
---|---|---|---|
1 Month | +69.77% | ||
3 Months | +78.05% | ||
YTD | +7.35% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7800 | 0.6300 |
---|---|---|
1M High / 1M Low: | 0.7800 | 0.4400 |
6M High / 6M Low: | 0.7900 | 0.2400 |
High (YTD): | 2024-02-08 | 0.7900 |
Low (YTD): | 2024-03-21 | 0.2400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5630 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4978 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 110.43% | |
Volatility 6M: | 132.96% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |