UC WAR. CALL 12/24 HNK1/ DE000HD0NR24 /
| 2024-05-02 12:45:48 PM | Chg.-0.0050 | Bid1:02:55 PM | Ask1:02:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0760EUR | -6.17% | 0.0700 Bid Size: 90,000 |
0.0770 Ask Size: 90,000 |
Heineken NV | 115.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD0NR2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 115.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-11-13 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 96.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | -2.37 |
| Time value: | 0.10 |
| Break-even: | 115.95 |
| Moneyness: | 0.79 |
| Premium: | 0.27 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.04 |
| Spread %: | 63.79% |
| Delta: | 0.13 |
| Theta: | -0.01 |
| Omega: | 12.55 |
| Rho: | 0.07 |
Quote data
| Open: | 0.0810 |
|---|---|
| High: | 0.0810 |
| Low: | 0.0760 |
| Previous Close: | 0.0810 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.56% | ||
|---|---|---|---|
| 1 Month | +7.04% | ||
| 3 Months | -49.33% | ||
| YTD | -55.29% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.0900 | 0.0750 |
|---|---|---|
| 1M High / 1M Low: | 0.0900 | 0.0610 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-02-08 | 0.1700 |
| Low (YTD): | 2024-03-22 | 0.0420 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0838 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0733 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 150.74% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
