UC WAR. CALL 12/24 HNK1/ DE000HC8H9N4 /
2024-09-04 11:45:50 AM | Chg.-0.0100 | Bid2024-09-04 | Ask2024-09-04 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1100EUR | -8.33% | 0.1100 Bid Size: 100,000 |
0.1200 Ask Size: 100,000 |
Heineken NV | 90.00 - | 2024-12-18 | Call |
Master data
WKN: | HC8H9N |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 90.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-08-07 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 62.65 |
Leverage: | Yes |
Calculated values
Fair value: | 0.09 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.19 |
Parity: | -0.86 |
Time value: | 0.13 |
Break-even: | 91.30 |
Moneyness: | 0.90 |
Premium: | 0.12 |
Premium p.a.: | 0.49 |
Spread abs.: | 0.03 |
Spread %: | 30.00% |
Delta: | 0.24 |
Theta: | -0.02 |
Omega: | 15.17 |
Rho: | 0.05 |
Quote data
Open: | 0.1000 |
---|---|
High: | 0.1100 |
Low: | 0.1000 |
Previous Close: | 0.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.38% | ||
---|---|---|---|
1 Month | -35.29% | ||
3 Months | -83.58% | ||
YTD | -88.30% | ||
1 Year | -87.91% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1400 | 0.1200 |
---|---|---|
1M High / 1M Low: | 0.1600 | 0.1100 |
6M High / 6M Low: | 1.1000 | 0.1100 |
High (YTD): | 2024-05-20 | 1.1000 |
Low (YTD): | 2024-08-26 | 0.1100 |
52W High: | 2024-05-20 | 1.1000 |
52W Low: | 2024-08-26 | 0.1100 |
Avg. price 1W: | 0.1280 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1264 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5587 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.6437 | |
Avg. volume 1Y: | 7.8125 | |
Volatility 1M: | 124.12% | |
Volatility 6M: | 155.40% | |
Volatility 1Y: | 133.99% | |
Volatility 3Y: | - |