UniCredit Call 95 HEIA 19.03.2025
/ DE000HD4VTN8
UniCredit Call 95 HEIA 19.03.2025/ DE000HD4VTN8 /
| 2024-05-22 9:35:59 AM |
Chg.-0.040 |
Bid1:11:20 PM |
Ask1:11:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-4.49% |
0.810
Bid Size: 60,000 |
0.820
Ask Size: 60,000 |
Heineken NV |
95.00 - |
2025-03-19 |
Call |
Master data
| WKN: |
HD4VTN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2025-03-19 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2025-03-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.14 |
| Time value: |
0.77 |
| Break-even: |
104.10 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
3.41% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
6.72 |
| Rho: |
0.43 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+34.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.800 |
| 1M High / 1M Low: |
0.910 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
