UniCredit Call 95 HEIA 18.12.2024
/ DE000HD0A2Y9
UniCredit Call 95 HEIA 18.12.2024/ DE000HD0A2Y9 /
| 2024-05-22 7:17:48 PM |
Chg.-0.100 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
-13.51% |
0.640
Bid Size: 15,000 |
0.660
Ask Size: 15,000 |
Heineken NV |
95.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD0A2Y |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.14 |
| Time value: |
0.62 |
| Break-even: |
102.60 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
4.11% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
7.90 |
| Rho: |
0.30 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.640 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.54% |
| 1 Month |
|
|
+30.61% |
| 3 Months |
|
|
+42.22% |
| YTD |
|
|
-4.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.650 |
| 1M High / 1M Low: |
0.770 |
0.430 |
| 6M High / 6M Low: |
0.780 |
0.240 |
| High (YTD): |
2024-02-08 |
0.780 |
| Low (YTD): |
2024-03-21 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.563 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.493 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.14% |
| Volatility 6M: |
|
136.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
