UC WAR. CALL 09/24 HNK1/ DE000HD5HMV2 /
| 2024-06-27 5:46:04 PM | Chg.-0.1000 | Bid7:12:03 PM | Ask7:12:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -20.41% | 0.3700 Bid Size: 20,000 |
0.3900 Ask Size: 20,000 |
Heineken NV | 92.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD5HMV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 92.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-05-13 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | 0.14 |
| Time value: | 0.37 |
| Break-even: | 97.10 |
| Moneyness: | 1.02 |
| Premium: | 0.04 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.03 |
| Spread %: | 6.25% |
| Delta: | 0.61 |
| Theta: | -0.03 |
| Omega: | 11.10 |
| Rho: | 0.12 |
Quote data
| Open: | 0.4900 |
|---|---|
| High: | 0.4900 |
| Low: | 0.3900 |
| Previous Close: | 0.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.78% | ||
|---|---|---|---|
| 1 Month | -36.07% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5400 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.6400 | 0.3800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5161 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 213.18% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
