UC WAR. CALL 12/24 HNK1/ DE000HD3B837 /
2024-05-21 9:47:07 PM | Chg.-0.0300 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4500EUR | -2.03% | 1.4300 Bid Size: 6,000 |
1.4600 Ask Size: 6,000 |
Heineken NV | 85.00 - | 2024-12-18 | Call |
Master data
WKN: | HD3B83 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 85.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2024-03-04 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.49 |
Leverage: | Yes |
Calculated values
Fair value: | 1.44 |
---|---|
Intrinsic value: | 1.17 |
Implied volatility: | 0.21 |
Historic volatility: | 0.18 |
Parity: | 1.17 |
Time value: | 0.32 |
Break-even: | 99.90 |
Moneyness: | 1.14 |
Premium: | 0.03 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.03 |
Spread %: | 2.05% |
Delta: | 0.85 |
Theta: | -0.02 |
Omega: | 5.49 |
Rho: | 0.39 |
Quote data
Open: | 1.4600 |
---|---|
High: | 1.4600 |
Low: | 1.4200 |
Previous Close: | 1.4800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +14.17% | ||
---|---|---|---|
1 Month | +57.61% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4800 | 1.2700 |
---|---|---|
1M High / 1M Low: | 1.4800 | 0.9600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3720 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1610 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 80.00% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |