UC WAR. CALL 09/24 HNK1/ DE000HC9XPU7 /
| 7/26/2024 9:46:14 PM | Chg.+0.1000 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6900EUR | +16.95% | 0.6900 Bid Size: 6,000 |
0.7200 Ask Size: 6,000 |
Heineken NV | 85.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9XPU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.66 |
|---|---|
| Intrinsic value: | 0.57 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | 0.57 |
| Time value: | 0.15 |
| Break-even: | 92.20 |
| Moneyness: | 1.07 |
| Premium: | 0.02 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.03 |
| Spread %: | 4.35% |
| Delta: | 0.79 |
| Theta: | -0.03 |
| Omega: | 9.94 |
| Rho: | 0.09 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.6900 |
| Low: | 0.5900 |
| Previous Close: | 0.5900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.11% | ||
|---|---|---|---|
| 1 Month | -5.48% | ||
| 3 Months | -20.69% | ||
| YTD | -38.39% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6900 | 0.5500 |
|---|---|---|
| 1M High / 1M Low: | 0.7300 | 0.5400 |
| 6M High / 6M Low: | 1.3300 | 0.4500 |
| High (YTD): | 5/20/2024 | 1.3300 |
| Low (YTD): | 3/21/2024 | 0.4500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6290 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8343 | |
| Avg. volume 6M: | 9.4488 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 120.56% | |
| Volatility 6M: | 136.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
