UniCredit Call 90 HEIA 18.06.2025
/ DE000HD1EDF0
UniCredit Call 90 HEIA 18.06.2025/ DE000HD1EDF0 /
| 2024-05-30 12:53:45 PM |
Chg.-0.020 |
Bid1:25:22 PM |
Ask1:25:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-2.00% |
0.970
Bid Size: 60,000 |
0.980
Ask Size: 60,000 |
Heineken NV |
90.00 - |
2025-06-18 |
Call |
Master data
| WKN: |
HD1EDF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.23 |
| Time value: |
0.80 |
| Break-even: |
100.30 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
3.00% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
5.97 |
| Rho: |
0.54 |
Quote data
| Open: |
0.980 |
| High: |
1.030 |
| Low: |
0.980 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.52% |
| 1 Month |
|
|
+1.03% |
| 3 Months |
|
|
+48.48% |
| YTD |
|
|
-13.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
1.000 |
| 1M High / 1M Low: |
1.310 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-20 |
1.310 |
| Low (YTD): |
2024-03-21 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
