UC WAR. CALL 06/25 HNK1/ DE000HD1EDG8 /
29/08/2024 21:46:55 | Chg.+0.0100 | Bid21:59:08 | Ask21:59:08 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1500EUR | +7.14% | 0.1300 Bid Size: 15,000 |
0.1600 Ask Size: 15,000 |
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: | 40.88 |
Leverage: | Yes |
Calculated values
Fair value: | 0.12 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.19 |
Parity: | -1.82 |
Time value: | 0.20 |
Break-even: | 102.00 |
Moneyness: | 0.82 |
Premium: | 0.25 |
Premium p.a.: | 0.32 |
Spread abs.: | 0.11 |
Spread %: | 122.22% |
Delta: | 0.23 |
Theta: | -0.01 |
Omega: | 9.32 |
Rho: | 0.13 |
Quote data
Open: | 0.1300 |
---|---|
High: | 0.1500 |
Low: | 0.1300 |
Previous Close: | 0.1400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.38% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | -71.15% | ||
YTD | -77.61% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1400 | 0.1300 |
---|---|---|
1M High / 1M Low: | 0.1600 | 0.1200 |
6M High / 6M Low: | 0.7700 | 0.1200 |
High (YTD): | 20/05/2024 | 0.7700 |
Low (YTD): | 20/08/2024 | 0.1200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1340 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1387 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4087 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 112.02% | |
Volatility 6M: | 143.63% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |