UC WAR. CALL 06/25 HNK1/ DE000HD7LVK4 /
| 9/17/2024 11:45:48 AM | Chg.0.0000 | Bid1:00:44 PM | Ask1:00:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | 0.00% | 0.7600 Bid Size: 60,000 |
0.7700 Ask Size: 60,000 |
Heineken NV | 80.00 EUR | 6/18/2025 | Call |
Master data
| WKN: | HD7LVK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 EUR |
| Maturity: | 6/18/2025 |
| Issue date: | 8/5/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.20 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | 0.20 |
| Time value: | 0.71 |
| Break-even: | 89.10 |
| Moneyness: | 1.02 |
| Premium: | 0.09 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.12 |
| Spread %: | 15.19% |
| Delta: | 0.63 |
| Theta: | -0.02 |
| Omega: | 5.69 |
| Rho: | 0.32 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.8100 |
| Low: | 0.7900 |
| Previous Close: | 0.7900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.47% | ||
|---|---|---|---|
| 1 Month | +16.18% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8700 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 0.8700 | 0.6600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7667 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 81.37% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
