UniCredit Call 120 HEIA 18.12.2024
/ DE000HC7MAM3
UniCredit Call 120 HEIA 18.12.202.../ DE000HC7MAM3 /
| 2024-05-15 7:33:52 PM |
Chg.+0.008 |
Bid9:03:05 PM |
Ask9:03:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
+13.33% |
0.065
Bid Size: 12,000 |
0.085
Ask Size: 12,000 |
Heineken NV |
120.00 EUR |
2024-12-18 |
Call |
Master data
| WKN: |
HC7MAM |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
108.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-2.60 |
| Time value: |
0.09 |
| Break-even: |
120.87 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.03 |
| Spread %: |
61.11% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
12.64 |
| Rho: |
0.06 |
Quote data
| Open: |
0.063 |
| High: |
0.072 |
| Low: |
0.062 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.30% |
| 1 Month |
|
|
+88.89% |
| 3 Months |
|
|
+25.93% |
| YTD |
|
|
-38.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.063 |
0.053 |
| 1M High / 1M Low: |
0.063 |
0.034 |
| 6M High / 6M Low: |
0.120 |
0.017 |
| High (YTD): |
2024-01-09 |
0.120 |
| Low (YTD): |
2024-03-22 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.060 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.27% |
| Volatility 6M: |
|
228.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
