UC WAR. CALL 09/24 HNK1/ DE000HD7T3H4 /
14/08/2024 21:46:44 | Chg.+0.0100 | Bid21:59:48 | Ask21:59:48 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2100EUR | +5.00% | 0.2000 Bid Size: 10,000 |
0.2300 Ask Size: 10,000 |
Heineken NV | 80.00 EUR | 18/09/2024 | Call |
Master data
WKN: | HD7T3H |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 80.00 EUR |
Maturity: | 18/09/2024 |
Issue date: | 12/08/2024 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 36.12 |
Leverage: | Yes |
Calculated values
Fair value: | 0.17 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.19 |
Parity: | -0.05 |
Time value: | 0.22 |
Break-even: | 82.20 |
Moneyness: | 0.99 |
Premium: | 0.03 |
Premium p.a.: | 0.42 |
Spread abs.: | 0.03 |
Spread %: | 15.79% |
Delta: | 0.50 |
Theta: | -0.04 |
Omega: | 17.94 |
Rho: | 0.04 |
Quote data
Open: | 0.2200 |
---|---|
High: | 0.2200 |
Low: | 0.1900 |
Previous Close: | 0.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | - | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |