UniCredit Call 90 HEIA 18.06.2025
/ DE000HD1EDF0
UniCredit Call 90 HEIA 18.06.2025/ DE000HD1EDF0 /
| 5/21/2024 6:20:44 PM |
Chg.-0.020 |
Bid6:41:12 PM |
Ask6:41:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
-1.53% |
1.290
Bid Size: 14,000 |
1.310
Ask Size: 14,000 |
Heineken NV |
90.00 - |
6/18/2025 |
Call |
Master data
| WKN: |
HD1EDF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
6/18/2025 |
| Issue date: |
12/27/2023 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.67 |
| Time value: |
0.67 |
| Break-even: |
103.40 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
2.29% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
5.42 |
| Rho: |
0.64 |
Quote data
| Open: |
1.300 |
| High: |
1.300 |
| Low: |
1.280 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.16% |
| 1 Month |
|
|
+51.76% |
| 3 Months |
|
|
+59.26% |
| YTD |
|
|
+14.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
1.140 |
| 1M High / 1M Low: |
1.310 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/20/2024 |
1.310 |
| Low (YTD): |
3/21/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
