UC WAR. CALL 06/25 HNK1/ DE000HD1EDF0 /
| 2024-09-05 5:46:02 PM | Chg.+0.0300 | Bid2024-09-05 | Ask2024-09-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3700EUR | +8.82% | 0.3700 Bid Size: 30,000 |
0.3800 Ask Size: 30,000 |
Heineken NV | 90.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EDF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.19 |
| Parity: | -0.85 |
| Time value: | 0.36 |
| Break-even: | 93.60 |
| Moneyness: | 0.91 |
| Premium: | 0.15 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.03 |
| Spread %: | 9.09% |
| Delta: | 0.38 |
| Theta: | -0.01 |
| Omega: | 8.66 |
| Rho: | 0.22 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3700 |
| Low: | 0.3300 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.71% | ||
|---|---|---|---|
| 1 Month | +5.71% | ||
| 3 Months | -66.67% | ||
| YTD | -67.26% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3500 | 0.3300 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.2900 |
| 6M High / 6M Low: | 1.3400 | 0.2900 |
| High (YTD): | 2024-05-20 | 1.3400 |
| Low (YTD): | 2024-08-20 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3222 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7772 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 76.09% | |
| Volatility 6M: | 118.03% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
