UniCredit Call 90 HEIA 18.09.2024
/ DE000HC9XPV5
UniCredit Call 90 HEIA 18.09.2024/ DE000HC9XPV5 /
| 2024-04-29 7:35:32 PM |
Chg.+0.040 |
Bid9:35:28 AM |
Ask9:35:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+7.55% |
0.570
Bid Size: 60,000 |
0.580
Ask Size: 60,000 |
Heineken NV |
90.00 EUR |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XPV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.12 |
| Time value: |
0.48 |
| Break-even: |
96.00 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
7.14% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
9.32 |
| Rho: |
0.19 |
Quote data
| Open: |
0.580 |
| High: |
0.610 |
| Low: |
0.570 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.55% |
| 1 Month |
|
|
+21.28% |
| 3 Months |
|
|
-28.75% |
| YTD |
|
|
-27.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.530 |
| 1M High / 1M Low: |
0.610 |
0.340 |
| 6M High / 6M Low: |
0.930 |
0.250 |
| High (YTD): |
2024-02-08 |
0.930 |
| Low (YTD): |
2024-03-21 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.442 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.546 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.33% |
| Volatility 6M: |
|
149.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
