UC WAR. CALL 03/25 HNK1/ DE000HD43F10 /
14/08/2024 21:45:31 | Chg.+0.0100 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2300EUR | +4.55% | 0.2200 Bid Size: 15,000 |
0.2500 Ask Size: 15,000 |
Heineken NV | 90.00 - | 19/03/2025 | Call |
Master data
WKN: | HD43F1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 90.00 - |
Maturity: | 19/03/2025 |
Issue date: | 25/03/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 31.78 |
Leverage: | Yes |
Calculated values
Fair value: | 0.17 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.19 |
Parity: | -1.05 |
Time value: | 0.25 |
Break-even: | 92.50 |
Moneyness: | 0.88 |
Premium: | 0.16 |
Premium p.a.: | 0.29 |
Spread abs.: | 0.03 |
Spread %: | 13.64% |
Delta: | 0.31 |
Theta: | -0.01 |
Omega: | 9.78 |
Rho: | 0.13 |
Quote data
Open: | 0.2300 |
---|---|
High: | 0.2300 |
Low: | 0.2200 |
Previous Close: | 0.2200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.54% | ||
---|---|---|---|
1 Month | -64.06% | ||
3 Months | -78.50% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2700 | 0.2200 |
---|---|---|
1M High / 1M Low: | 0.7200 | 0.2200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4382 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 233.96% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |