UC WAR. CALL 12/24 HNK1/ DE000HD03208 /
2024-07-29 5:45:14 PM | Chg.-0.7100 | Bid6:01:38 PM | Ask6:01:38 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5500EUR | -56.35% | 0.5500 Bid Size: 15,000 |
0.5600 Ask Size: 15,000 |
Heineken NV | 80.00 - | 2024-12-18 | Call |
Master data
WKN: | HD0320 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 80.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-10-23 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.03 |
Leverage: | Yes |
Calculated values
Fair value: | 1.21 |
---|---|
Intrinsic value: | 1.07 |
Implied volatility: | 0.23 |
Historic volatility: | 0.16 |
Parity: | 1.07 |
Time value: | 0.22 |
Break-even: | 92.90 |
Moneyness: | 1.13 |
Premium: | 0.02 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.03 |
Spread %: | 2.38% |
Delta: | 0.85 |
Theta: | -0.02 |
Omega: | 5.98 |
Rho: | 0.25 |
Quote data
Open: | 0.8700 |
---|---|
High: | 0.8700 |
Low: | 0.5500 |
Previous Close: | 1.2600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -55.28% | ||
---|---|---|---|
1 Month | -57.36% | ||
3 Months | -62.07% | ||
YTD | -65.41% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2600 | 1.1200 |
---|---|---|
1M High / 1M Low: | 1.2700 | 1.1000 |
6M High / 6M Low: | 1.9000 | 0.8900 |
High (YTD): | 2024-05-20 | 1.9000 |
Low (YTD): | 2024-03-21 | 0.8900 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1855 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.3574 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 68.01% | |
Volatility 6M: | 93.12% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |