UC WAR. CALL 06/25 HNK1/ DE000HD1EDF0 /
| 2024-07-05 9:45:15 PM | Chg.-0.0200 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8000EUR | -2.44% | 0.7800 Bid Size: 8,000 |
0.8100 Ask Size: 8,000 |
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: | 10.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.79 |
|---|---|
| Intrinsic value: | 0.03 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.18 |
| Parity: | 0.03 |
| Time value: | 0.81 |
| Break-even: | 98.40 |
| Moneyness: | 1.00 |
| Premium: | 0.09 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 3.70% |
| Delta: | 0.62 |
| Theta: | -0.01 |
| Omega: | 6.63 |
| Rho: | 0.45 |
Quote data
| Open: | 0.8200 |
|---|---|
| High: | 0.8300 |
| Low: | 0.8000 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.98% | ||
|---|---|---|---|
| 1 Month | -27.93% | ||
| 3 Months | +11.11% | ||
| YTD | -29.20% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8600 | 0.8000 |
|---|---|---|
| 1M High / 1M Low: | 1.2100 | 0.8000 |
| 6M High / 6M Low: | 1.3400 | 0.5800 |
| High (YTD): | 2024-05-20 | 1.3400 |
| Low (YTD): | 2024-03-21 | 0.5800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0332 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9589 | |
| Avg. volume 6M: | 6.0945 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 80.09% | |
| Volatility 6M: | 101.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
