UC WAR. CALL 09/24 HNK1/ DE000HD0NR16 /
| 6/27/2024 9:46:26 PM | Chg.-0.0700 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | -21.21% | - Bid Size: 12,000 |
- Ask Size: 12,000 |
Heineken NV | 95.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD0NR1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 95.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 11/13/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | -0.16 |
| Time value: | 0.36 |
| Break-even: | 98.60 |
| Moneyness: | 0.98 |
| Premium: | 0.06 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.03 |
| Spread %: | 9.09% |
| Delta: | 0.49 |
| Theta: | -0.03 |
| Omega: | 12.66 |
| Rho: | 0.10 |
Quote data
| Open: | 0.3300 |
|---|---|
| High: | 0.3300 |
| Low: | 0.2600 |
| Previous Close: | 0.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.58% | ||
|---|---|---|---|
| 1 Month | -40.91% | ||
| 3 Months | -10.34% | ||
| YTD | -52.73% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3800 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.4600 | 0.2600 |
| 6M High / 6M Low: | 0.6400 | 0.1500 |
| High (YTD): | 2/8/2024 | 0.6400 |
| Low (YTD): | 3/21/2024 | 0.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3604 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3657 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 228.19% | |
| Volatility 6M: | 185.18% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
