UniCredit Call 90 HEIA 18.12.2024
/ DE000HC8H9N4
UniCredit Call 90 HEIA 18.12.2024/ DE000HC8H9N4 /
| 2024-05-21 7:26:48 PM |
Chg.-0.020 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
-1.85% |
1.050
Bid Size: 6,000 |
1.080
Ask Size: 6,000 |
Heineken NV |
90.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC8H9N |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.67 |
| Time value: |
0.44 |
| Break-even: |
101.10 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
6.54 |
| Rho: |
0.36 |
Quote data
| Open: |
1.060 |
| High: |
1.060 |
| Low: |
1.040 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.58% |
| 1 Month |
|
|
+45.21% |
| 3 Months |
|
|
+58.21% |
| YTD |
|
|
+13.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.950 |
| 1M High / 1M Low: |
1.080 |
0.660 |
| 6M High / 6M Low: |
1.080 |
0.380 |
| High (YTD): |
2024-05-20 |
1.080 |
| Low (YTD): |
2024-03-21 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.829 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.717 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.04% |
| Volatility 6M: |
|
121.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
