UniCredit Call 85 HEIA 19.06.2024
/ DE000HC9AA88
UniCredit Call 85 HEIA 19.06.2024/ DE000HC9AA88 /
| 2024-05-16 1:20:51 PM |
Chg.+0.030 |
Bid9:58:50 PM |
Ask2024-05-16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+2.94% |
-
Bid Size: - |
-
Ask Size: - |
Heineken NV |
85.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC9AA8 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.17 |
| Parity: |
0.67 |
| Time value: |
0.37 |
| Break-even: |
95.40 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.95% |
| Delta: |
0.70 |
| Theta: |
-0.16 |
| Omega: |
6.16 |
| Rho: |
0.03 |
Quote data
| Open: |
1.020 |
| High: |
1.050 |
| Low: |
1.020 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+45.83% |
| 3 Months |
|
|
+156.10% |
| YTD |
|
|
+5.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.050 |
0.610 |
| 6M High / 6M Low: |
1.200 |
0.290 |
| High (YTD): |
2024-02-08 |
1.200 |
| Low (YTD): |
2024-03-21 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.728 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.17% |
| Volatility 6M: |
|
163.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
