UC WAR. CALL 12/24 HNK1/ DE000HC9AA96 /
7/8/2024 9:46:47 PM | Chg.-0.0100 | Bid9:59:05 PM | Ask9:59:05 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1100EUR | -8.33% | 0.0800 Bid Size: 14,000 |
0.1100 Ask Size: 14,000 |
Heineken NV | 105.00 - | 12/18/2024 | Call |
Master data
WKN: | HC9AA9 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 105.00 - |
Maturity: | 12/18/2024 |
Issue date: | 9/18/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 69.00 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.18 |
Parity: | -1.53 |
Time value: | 0.13 |
Break-even: | 106.30 |
Moneyness: | 0.85 |
Premium: | 0.19 |
Premium p.a.: | 0.46 |
Spread abs.: | 0.03 |
Spread %: | 30.00% |
Delta: | 0.19 |
Theta: | -0.01 |
Omega: | 13.10 |
Rho: | 0.07 |
Quote data
Open: | 0.1200 |
---|---|
High: | 0.1200 |
Low: | 0.1100 |
Previous Close: | 0.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -21.43% | ||
---|---|---|---|
1 Month | -52.17% | ||
3 Months | -21.43% | ||
YTD | -67.65% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1400 | 0.1200 |
---|---|---|
1M High / 1M Low: | 0.2600 | 0.1200 |
6M High / 6M Low: | 0.3800 | 0.0920 |
High (YTD): | 2/8/2024 | 0.3800 |
Low (YTD): | 3/21/2024 | 0.0920 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1280 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1915 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2113 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 158.84% | |
Volatility 6M: | 172.33% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |