UniCredit Call 85 HEIA 18.09.2024
/ DE000HC9XPU7
UniCredit Call 85 HEIA 18.09.2024/ DE000HC9XPU7 /
| 2024-05-02 7:37:50 PM |
Chg.-0.060 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-6.74% |
0.840
Bid Size: 6,000 |
0.870
Ask Size: 6,000 |
Heineken NV |
85.00 EUR |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XPU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.63 |
| Time value: |
0.28 |
| Break-even: |
94.10 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
4.60% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
7.78 |
| Rho: |
0.24 |
Quote data
| Open: |
0.820 |
| High: |
0.870 |
| Low: |
0.810 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.35% |
| 1 Month |
|
|
+22.06% |
| 3 Months |
|
|
-28.45% |
| YTD |
|
|
-25.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.830 |
| 1M High / 1M Low: |
0.960 |
0.580 |
| 6M High / 6M Low: |
1.290 |
0.450 |
| High (YTD): |
2024-02-08 |
1.290 |
| Low (YTD): |
2024-03-21 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.868 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.821 |
| Avg. volume 6M: |
|
9.677 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.11% |
| Volatility 6M: |
|
126.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
