UC WAR. CALL 12/25 HEI/ DE000HD1ERK0 /
| 2024-06-07 9:40:54 PM | Chg.-0.0100 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | -3.70% | 0.2400 Bid Size: 15,000 |
0.2800 Ask Size: 15,000 |
HEIDELBERG MATERIALS... | 150.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD1ERK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HEIDELBERG MATERIALS O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 34.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.22 |
| Parity: | -5.45 |
| Time value: | 0.28 |
| Break-even: | 152.80 |
| Moneyness: | 0.64 |
| Premium: | 0.60 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.04 |
| Spread %: | 16.67% |
| Delta: | 0.18 |
| Theta: | -0.01 |
| Omega: | 6.05 |
| Rho: | 0.22 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2600 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.14% | ||
|---|---|---|---|
| 1 Month | +13.04% | ||
| 3 Months | +100.00% | ||
| YTD | +100.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.5200 | 0.2300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-05-15 | 0.5200 |
| Low (YTD): | 2024-02-15 | 0.0620 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3300 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 287.14% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
