UC WAR. CALL 12/24 HNK1/ DE000HC7MAL5 /
6/27/2024 11:46:07 AM | Chg.-0.0200 | Bid1:41:02 PM | Ask1:41:02 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1000EUR | -16.67% | 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: | 66.70 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.18 |
Parity: | -1.66 |
Time value: | 0.14 |
Break-even: | 111.40 |
Moneyness: | 0.85 |
Premium: | 0.19 |
Premium p.a.: | 0.45 |
Spread abs.: | 0.03 |
Spread %: | 27.27% |
Delta: | 0.19 |
Theta: | -0.01 |
Omega: | 12.69 |
Rho: | 0.08 |
Quote data
Open: | 0.1200 |
---|---|
High: | 0.1200 |
Low: | 0.1000 |
Previous Close: | 0.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -28.57% | ||
---|---|---|---|
1 Month | -37.50% | ||
3 Months | -9.09% | ||
YTD | -58.33% | ||
1 Year | -76.19% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1400 | 0.1200 |
---|---|---|
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: | 0.1260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1320 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1440 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.2003 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 210.81% | |
Volatility 6M: | 174.61% | |
Volatility 1Y: | 154.24% | |
Volatility 3Y: | - |