UC WAR. CALL 09/24 HNK1/ DE000HC9XPV5 /
| 27/06/2024 21:46:11 | Chg.-0.1200 | Bid21:59:41 | Ask21:59:41 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4900EUR | -19.67% | - Bid Size: 8,000 |
- Ask Size: 8,000 |
Heineken NV | 90.00 - | 18/09/2024 | Call |
Master data
| WKN: | HC9XPV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 17/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.56 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.18 |
| Parity: | 0.34 |
| Time value: | 0.30 |
| Break-even: | 96.40 |
| Moneyness: | 1.04 |
| Premium: | 0.03 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.03 |
| Spread %: | 4.92% |
| Delta: | 0.68 |
| Theta: | -0.03 |
| Omega: | 9.91 |
| Rho: | 0.13 |
Quote data
| Open: | 0.6100 |
|---|---|
| High: | 0.6100 |
| Low: | 0.4900 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.76% | ||
|---|---|---|---|
| 1 Month | -33.78% | ||
| 3 Months | -2.00% | ||
| YTD | -38.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6600 | 0.5700 |
|---|---|---|
| 1M High / 1M Low: | 0.7800 | 0.4800 |
| 6M High / 6M Low: | 0.9400 | 0.2600 |
| High (YTD): | 08/02/2024 | 0.9400 |
| Low (YTD): | 21/03/2024 | 0.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6383 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5967 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 192.38% | |
| Volatility 6M: | 159.69% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
