UniCredit Call 105 HEIA 18.12.2024
/ DE000HC9AA96
UniCredit Call 105 HEIA 18.12.202.../ DE000HC9AA96 /
| 2024-05-22 10:39:25 AM |
Chg.-0.030 |
Bid10:41:40 AM |
Ask10:41:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-10.00% |
0.280
Bid Size: 90,000 |
0.290
Ask Size: 90,000 |
Heineken NV |
105.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC9AA9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.86 |
| Time value: |
0.33 |
| Break-even: |
108.30 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
10.00% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
10.59 |
| Rho: |
0.18 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.270 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+35.00% |
| 3 Months |
|
|
+42.11% |
| YTD |
|
|
-18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.270 |
| 1M High / 1M Low: |
0.320 |
0.160 |
| 6M High / 6M Low: |
0.370 |
0.090 |
| High (YTD): |
2024-02-08 |
0.370 |
| Low (YTD): |
2024-03-21 |
0.090 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.50% |
| Volatility 6M: |
|
162.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
