UC WAR. CALL 09/24 HNK1/ DE000HC9XPU7 /
30/07/2024 21:46:00 | Chg.- | Bid21:59:44 | Ask21:59:44 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1100EUR | - | 0.1000 Bid Size: 15,000 |
0.1300 Ask Size: 15,000 |
Heineken NV | 85.00 - | 18/09/2024 | Call |
Master data
WKN: | HC9XPU |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 85.00 - |
Maturity: | 18/09/2024 |
Issue date: | 17/10/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 11.32 |
Leverage: | Yes |
Calculated values
Fair value: | 0.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.71 |
Historic volatility: | 0.19 |
Parity: | -0.35 |
Time value: | 0.72 |
Break-even: | 92.20 |
Moneyness: | 0.96 |
Premium: | 0.13 |
Premium p.a.: | 1.46 |
Spread abs.: | 0.03 |
Spread %: | 4.35% |
Delta: | 0.50 |
Theta: | -0.09 |
Omega: | 5.61 |
Rho: | 0.05 |
Quote data
Open: | 0.1200 |
---|---|
High: | 0.1300 |
Low: | 0.1100 |
Previous Close: | 0.1300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -80.00% | ||
---|---|---|---|
1 Month | -84.93% | ||
3 Months | -87.78% | ||
YTD | -90.18% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6900 | 0.1100 |
---|---|---|
1M High / 1M Low: | 0.7100 | 0.1100 |
6M High / 6M Low: | 1.3300 | 0.1100 |
High (YTD): | 20/05/2024 | 1.3300 |
Low (YTD): | 30/07/2024 | 0.1100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5782 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8182 | |
Avg. volume 6M: | 9.4488 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 306.24% | |
Volatility 6M: | 178.28% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |