UC WAR. CALL 12/24 HNK1/ DE000HC7MAL5 /
| 6/28/2024 9:46:50 AM | Chg.-0.0010 | Bid11:25:48 AM | Ask11:25:48 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0960EUR | -1.03% | 0.0910 Bid Size: 90,000 |
0.0970 Ask Size: 90,000 |
Heineken NV | 110.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7MAL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 83.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | -1.84 |
| Time value: | 0.11 |
| Break-even: | 111.10 |
| Moneyness: | 0.83 |
| Premium: | 0.21 |
| Premium p.a.: | 0.50 |
| Spread abs.: | 0.03 |
| Spread %: | 37.50% |
| Delta: | 0.16 |
| Theta: | -0.01 |
| Omega: | 13.22 |
| Rho: | 0.06 |
Quote data
| Open: | 0.0970 |
|---|---|
| High: | 0.0970 |
| Low: | 0.0960 |
| Previous Close: | 0.0970 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.15% | ||
|---|---|---|---|
| 1 Month | -31.43% | ||
| 3 Months | -12.73% | ||
| YTD | -60.00% | ||
| 1 Year | -77.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.0970 |
|---|---|---|
| 1M High / 1M Low: | 0.1700 | 0.0970 |
| 6M High / 6M Low: | 0.2600 | 0.0600 |
| High (YTD): | 2/8/2024 | 0.2600 |
| Low (YTD): | 3/21/2024 | 0.0600 |
| 52W High: | 7/21/2023 | 0.6100 |
| 52W Low: | 3/21/2024 | 0.0600 |
| Avg. price 1W: | 0.1174 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1293 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1430 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1991 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 216.45% | |
| Volatility 6M: | 176.54% | |
| Volatility 1Y: | 155.36% | |
| Volatility 3Y: | - |
