UC WAR. CALL 09/24 HNK1/ DE000HD5WJ77 /
16/07/2024 21:46:46 | Chg.-0.0050 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0680EUR | -6.85% | 0.0520 Bid Size: 14,000 |
0.0830 Ask Size: 14,000 |
Heineken NV | 98.00 - | 18/09/2024 | Call |
Master data
WKN: | HD5WJ7 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 98.00 - |
Maturity: | 18/09/2024 |
Issue date: | 27/05/2024 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 106.94 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.18 |
Parity: | -0.92 |
Time value: | 0.08 |
Break-even: | 98.83 |
Moneyness: | 0.91 |
Premium: | 0.11 |
Premium p.a.: | 0.85 |
Spread abs.: | 0.03 |
Spread %: | 59.62% |
Delta: | 0.18 |
Theta: | -0.02 |
Omega: | 19.65 |
Rho: | 0.03 |
Quote data
Open: | 0.0700 |
---|---|
High: | 0.0700 |
Low: | 0.0680 |
Previous Close: | 0.0730 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.00% | ||
---|---|---|---|
1 Month | -78.06% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0880 | 0.0730 |
---|---|---|
1M High / 1M Low: | 0.2600 | 0.0730 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0790 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1538 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 180.79% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |