UC WAR. CALL 06/25 HNK1/ DE000HD1EDG8 /
18/10/2024 09:45:17 | Chg.-0.0020 | Bid11:26:23 | Ask11:26:23 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0790EUR | -2.47% | 0.0780 Bid Size: 100,000 |
0.0830 Ask Size: 100,000 |
Heineken NV | 100.00 - | 18/06/2025 | Call |
Master data
WKN: | HD1EDG |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 100.00 - |
Maturity: | 18/06/2025 |
Issue date: | 27/12/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 82.34 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.19 |
Parity: | -2.18 |
Time value: | 0.10 |
Break-even: | 100.95 |
Moneyness: | 0.78 |
Premium: | 0.29 |
Premium p.a.: | 0.47 |
Spread abs.: | 0.03 |
Spread %: | 39.71% |
Delta: | 0.14 |
Theta: | -0.01 |
Omega: | 11.31 |
Rho: | 0.07 |
Quote data
Open: | 0.0600 |
---|---|
High: | 0.0790 |
Low: | 0.0600 |
Previous Close: | 0.0810 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +6.76% | ||
---|---|---|---|
1 Month | -34.17% | ||
3 Months | -78.65% | ||
YTD | -88.21% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0810 | 0.0730 |
---|---|---|
1M High / 1M Low: | 0.1200 | 0.0680 |
6M High / 6M Low: | 0.7700 | 0.0680 |
High (YTD): | 20/05/2024 | 0.7700 |
Low (YTD): | 10/10/2024 | 0.0680 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0754 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0845 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3366 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 152.52% | |
Volatility 6M: | 145.89% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |