UC WAR. CALL 03/25 HNK1/ DE000HD43F10 /
| 2024-07-29 5:45:44 PM | Chg.-0.4500 | Bid2024-07-29 | Ask2024-07-29 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | -62.50% | 0.2600 Bid Size: 30,000 |
0.2700 Ask Size: 30,000 |
Heineken NV | 90.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD43F1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.60 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.16 |
| Parity: | 0.07 |
| Time value: | 0.67 |
| Break-even: | 97.40 |
| Moneyness: | 1.01 |
| Premium: | 0.07 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 4.23% |
| Delta: | 0.61 |
| Theta: | -0.02 |
| Omega: | 7.42 |
| Rho: | 0.30 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.4500 |
| Low: | 0.2700 |
| Previous Close: | 0.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -60.87% | ||
|---|---|---|---|
| 1 Month | -64.47% | ||
| 3 Months | -70.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.6100 |
|---|---|---|
| 1M High / 1M Low: | 0.7400 | 0.6000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6670 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 88.59% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
