UC WAR. CALL 12/24 HNK1/ DE000HD0NR24 /
27/06/2024 15:45:40 | Chg.-0.0110 | Bid17:29:59 | Ask17:29:59 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0600EUR | -15.49% | - Bid Size: 25,000 |
- Ask Size: 25,000 |
Heineken NV | 115.00 - | 18/12/2024 | Call |
Master data
WKN: | HD0NR2 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 115.00 - |
Maturity: | 18/12/2024 |
Issue date: | 13/11/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 103.76 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.18 |
Parity: | -2.16 |
Time value: | 0.09 |
Break-even: | 115.90 |
Moneyness: | 0.81 |
Premium: | 0.24 |
Premium p.a.: | 0.57 |
Spread abs.: | 0.03 |
Spread %: | 57.89% |
Delta: | 0.13 |
Theta: | -0.01 |
Omega: | 13.48 |
Rho: | 0.05 |
Quote data
Open: | 0.0710 |
---|---|
High: | 0.0710 |
Low: | 0.0600 |
Previous Close: | 0.0710 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -33.33% | ||
---|---|---|---|
1 Month | -39.39% | ||
3 Months | -15.49% | ||
YTD | -64.71% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0900 | 0.0710 |
---|---|---|
1M High / 1M Low: | 0.1000 | 0.0590 |
6M High / 6M Low: | 0.1700 | 0.0420 |
High (YTD): | 08/02/2024 | 0.1700 |
Low (YTD): | 22/03/2024 | 0.0420 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0776 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0792 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.0944 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 215.38% | |
Volatility 6M: | 177.88% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |