UC WAR. CALL 12/24 HNK1/ DE000HC8H9N4 /
| 06/09/2024 15:46:47 | Chg.0.0000 | Bid17:13:20 | Ask17:13:20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1400EUR | 0.00% | 0.1200 Bid Size: 100,000 |
0.1300 Ask Size: 100,000 |
Heineken NV | 90.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC8H9N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 07/08/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 51.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.19 |
| Parity: | -0.77 |
| Time value: | 0.16 |
| Break-even: | 91.60 |
| Moneyness: | 0.91 |
| Premium: | 0.11 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.03 |
| Spread %: | 23.08% |
| Delta: | 0.28 |
| Theta: | -0.02 |
| Omega: | 14.24 |
| Rho: | 0.06 |
Quote data
| Open: | 0.1400 |
|---|---|
| High: | 0.1500 |
| Low: | 0.1400 |
| Previous Close: | 0.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.69% | ||
|---|---|---|---|
| 1 Month | -6.67% | ||
| 3 Months | -84.62% | ||
| YTD | -85.11% | ||
| 1 Year | -83.72% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1400 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.1500 | 0.1100 |
| 6M High / 6M Low: | 1.1000 | 0.1100 |
| High (YTD): | 20/05/2024 | 1.1000 |
| Low (YTD): | 26/08/2024 | 0.1100 |
| 52W High: | 20/05/2024 | 1.1000 |
| 52W Low: | 26/08/2024 | 0.1100 |
| Avg. price 1W: | 0.1280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1257 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5529 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6377 | |
| Avg. volume 1Y: | 7.8125 | |
| Volatility 1M: | 126.59% | |
| Volatility 6M: | 156.19% | |
| Volatility 1Y: | 134.42% | |
| Volatility 3Y: | - |
