UC WAR. CALL 01/25 KHNZ/ DE000HC96H31 /
| 2024-08-02 9:40:10 PM | Chg.+0.0700 | Bid9:57:30 PM | Ask9:57:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6100EUR | +12.96% | 0.6000 Bid Size: 15,000 |
0.6100 Ask Size: 15,000 |
KRAFT HEINZ CO.DL -,... | 30.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC96H3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | KRAFT HEINZ CO.DL -,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-09-11 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.30 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.18 |
| Parity: | 0.30 |
| Time value: | 0.31 |
| Break-even: | 36.10 |
| Moneyness: | 1.10 |
| Premium: | 0.09 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.01 |
| Spread %: | 1.67% |
| Delta: | 0.69 |
| Theta: | -0.01 |
| Omega: | 3.76 |
| Rho: | 0.08 |
Quote data
| Open: | 0.5400 |
|---|---|
| High: | 0.6100 |
| Low: | 0.5400 |
| Previous Close: | 0.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +52.50% | ||
|---|---|---|---|
| 1 Month | +96.77% | ||
| 3 Months | -7.58% | ||
| YTD | -15.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6100 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.6100 | 0.3000 |
| 6M High / 6M Low: | 0.8600 | 0.3000 |
| High (YTD): | 2024-01-09 | 0.8700 |
| Low (YTD): | 2024-07-10 | 0.3000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3870 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5584 | |
| Avg. volume 6M: | 1.1417 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 140.25% | |
| Volatility 6M: | 104.42% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
