UC WAR. CALL 12/24 HNK1/ DE000HC9AA96 /
| 05/07/2024 21:47:00 | Chg.-0.0100 | Bid21:59:05 | Ask21:59:05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1200EUR | -7.69% | 0.1000 Bid Size: 12,000 |
0.1300 Ask Size: 12,000 |
Heineken NV | 105.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC9AA9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 18/09/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 64.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | -1.47 |
| Time value: | 0.14 |
| Break-even: | 106.40 |
| Moneyness: | 0.86 |
| Premium: | 0.18 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.03 |
| Spread %: | 27.27% |
| Delta: | 0.20 |
| Theta: | -0.01 |
| Omega: | 12.99 |
| Rho: | 0.08 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.1300 |
| Low: | 0.1200 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.29% | ||
|---|---|---|---|
| 1 Month | -50.00% | ||
| 3 Months | -14.29% | ||
| YTD | -64.71% | ||
| 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): | 08/02/2024 | 0.3800 |
| Low (YTD): | 21/03/2024 | 0.0920 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1955 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2113 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 151.10% | |
| Volatility 6M: | 172.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
