UC WAR. CALL 06/25 HNK1/ DE000HD1EDG8 /
| 05/07/2024 21:45:28 | Chg.-0.0100 | Bid21:59:05 | Ask21:59:05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -2.50% | 0.3700 Bid Size: 12,000 |
0.4000 Ask Size: 12,000 |
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: | 22.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.18 |
| Parity: | -1.03 |
| Time value: | 0.40 |
| Break-even: | 104.00 |
| Moneyness: | 0.90 |
| Premium: | 0.16 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.03 |
| Spread %: | 8.11% |
| Delta: | 0.38 |
| Theta: | -0.01 |
| Omega: | 8.53 |
| Rho: | 0.29 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3900 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.30% | ||
|---|---|---|---|
| 1 Month | -38.10% | ||
| 3 Months | +5.41% | ||
| YTD | -41.79% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4300 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.6600 | 0.3900 |
| 6M High / 6M Low: | 0.7700 | 0.2900 |
| High (YTD): | 20/05/2024 | 0.7700 |
| Low (YTD): | 21/03/2024 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5359 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5182 | |
| Avg. volume 6M: | 3.4173 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 100.57% | |
| Volatility 6M: | 126.21% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
