UC WAR. CALL 06/25 HNK1/ DE000HD1EDH6 /
| 8/14/2024 9:45:32 PM | Chg.- | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0350EUR | - | 0.0250 Bid Size: 15,000 |
0.0530 Ask Size: 15,000 |
Heineken NV | 120.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD1EDH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 12/27/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 152.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.19 |
| Parity: | -4.05 |
| Time value: | 0.05 |
| Break-even: | 120.52 |
| Moneyness: | 0.66 |
| Premium: | 0.52 |
| Premium p.a.: | 0.64 |
| Spread abs.: | 0.03 |
| Spread %: | 116.67% |
| Delta: | 0.07 |
| Theta: | 0.00 |
| Omega: | 10.45 |
| Rho: | 0.04 |
Quote data
| Open: | 0.0310 |
|---|---|
| High: | 0.0350 |
| Low: | 0.0310 |
| Previous Close: | 0.0340 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.89% | ||
|---|---|---|---|
| 1 Month | -55.13% | ||
| 3 Months | -78.13% | ||
| YTD | -84.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0380 | 0.0230 |
|---|---|---|
| 1M High / 1M Low: | 0.1200 | 0.0010 |
| 6M High / 6M Low: | 0.2000 | 0.0010 |
| High (YTD): | 2/8/2024 | 0.2400 |
| Low (YTD): | 8/1/2024 | 0.0010 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0308 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0575 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1071 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 8,117.22% | |
| Volatility 6M: | 3,350.82% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
