UC WAR. CALL 12/24 HNK1/ DE000HD0A2Y9 /
| 2024-05-02 9:46:50 AM | Chg.-0.0200 | Bid9:54:03 AM | Ask9:54:03 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4800EUR | -4.00% | 0.4900 Bid Size: 80,000 |
0.5000 Ask Size: 80,000 |
Heineken NV | 95.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD0A2Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 95.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-30 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.46 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.18 |
| Parity: | -0.37 |
| Time value: | 0.51 |
| Break-even: | 100.10 |
| Moneyness: | 0.96 |
| Premium: | 0.10 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.04 |
| Spread %: | 8.51% |
| Delta: | 0.49 |
| Theta: | -0.02 |
| Omega: | 8.82 |
| Rho: | 0.25 |
Quote data
| Open: | 0.5000 |
|---|---|
| High: | 0.5000 |
| Low: | 0.4800 |
| Previous Close: | 0.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.43% | ||
|---|---|---|---|
| 1 Month | +20.00% | ||
| 3 Months | -30.43% | ||
| YTD | -29.41% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.5300 | 0.4700 |
|---|---|---|
| 1M High / 1M Low: | 0.5300 | 0.3300 |
| 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: | 0.5050 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4081 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4827 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.74% | |
| Volatility 6M: | 133.25% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
