UC WAR. CALL 09/24 HNK1/ DE000HC9XPV5 /
| 2024-07-05 9:45:57 PM | Chg.-0.0200 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3700EUR | -5.13% | 0.3400 Bid Size: 10,000 |
0.3700 Ask Size: 10,000 |
Heineken NV | 90.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XPV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 24.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | -0.03 |
| Time value: | 0.37 |
| Break-even: | 93.70 |
| Moneyness: | 1.00 |
| Premium: | 0.04 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.03 |
| Spread %: | 8.82% |
| Delta: | 0.54 |
| Theta: | -0.03 |
| Omega: | 12.99 |
| Rho: | 0.09 |
Quote data
| Open: | 0.3900 |
|---|---|
| High: | 0.3900 |
| Low: | 0.3700 |
| Previous Close: | 0.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.90% | ||
|---|---|---|---|
| 1 Month | -46.38% | ||
| 3 Months | 0.00% | ||
| YTD | -53.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3900 | 0.3700 |
|---|---|---|
| 1M High / 1M Low: | 0.7800 | 0.3700 |
| 6M High / 6M Low: | 0.9400 | 0.2600 |
| High (YTD): | 2024-02-08 | 0.9400 |
| Low (YTD): | 2024-03-21 | 0.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5752 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5777 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 134.81% | |
| Volatility 6M: | 163.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
