UniCredit Call 120 HEIA 18.06.2025
/ DE000HD1EDH6
UniCredit Call 120 HEIA 18.06.202.../ DE000HD1EDH6 /
2024-05-21 9:29:34 AM |
Chg.0.000 |
Bid5:35:14 PM |
Ask5:35:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
0.00% |
0.180 Bid Size: 25,000 |
0.200 Ask Size: 25,000 |
Heineken NV |
120.00 - |
2025-06-18 |
Call |
Master data
WKN: |
HD1EDH |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
2025-06-18 |
Issue date: |
2023-12-27 |
Last trading day: |
2025-06-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
46.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
-2.33 |
Time value: |
0.21 |
Break-even: |
122.10 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.03 |
Spread %: |
16.67% |
Delta: |
0.21 |
Theta: |
-0.01 |
Omega: |
9.83 |
Rho: |
0.20 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.180 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.00% |
1 Month |
|
|
+80.00% |
3 Months |
|
|
+63.64% |
YTD |
|
|
-14.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.150 |
1M High / 1M Low: |
0.180 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-08 |
0.230 |
Low (YTD): |
2024-03-21 |
0.060 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.166 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.136 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |