UC WAR. CALL 01/25 KHNZ/ DE000HC96H31 /
| 9/9/2024 1:41:50 PM | Chg.-0.0100 | Bid9/9/2024 | Ask9/9/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5800EUR | -1.69% | 0.5800 Bid Size: 20,000 |
0.6000 Ask Size: 20,000 |
KRAFT HEINZ CO.DL -,... | 30.00 - | 1/15/2025 | 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: | 1/15/2025 |
| Issue date: | 9/11/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.23 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.18 |
| Parity: | 0.23 |
| Time value: | 0.36 |
| Break-even: | 35.90 |
| Moneyness: | 1.08 |
| Premium: | 0.11 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.02 |
| Spread %: | 3.51% |
| Delta: | 0.66 |
| Theta: | -0.02 |
| Omega: | 3.64 |
| Rho: | 0.05 |
Quote data
| Open: | 0.5600 |
|---|---|
| High: | 0.5800 |
| Low: | 0.5600 |
| Previous Close: | 0.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.41% | ||
|---|---|---|---|
| 1 Month | +7.41% | ||
| 3 Months | +18.37% | ||
| YTD | -19.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6100 | 0.5400 |
|---|---|---|
| 1M High / 1M Low: | 0.6100 | 0.4300 |
| 6M High / 6M Low: | 0.8600 | 0.3000 |
| High (YTD): | 1/9/2024 | 0.8700 |
| Low (YTD): | 7/10/2024 | 0.3000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5243 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5390 | |
| Avg. volume 6M: | 1.1417 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 97.27% | |
| Volatility 6M: | 102.02% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
