UC WAR. CALL 12/24 HNK1/ DE000HD03208 /
| 04/09/2024 11:46:39 | Chg.-0.0100 | Bid04/09/2024 | Ask04/09/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4700EUR | -2.08% | 0.4700 Bid Size: 70,000 |
0.4800 Ask Size: 70,000 |
Heineken NV | 80.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD0320 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.19 |
| Parity: | 0.14 |
| Time value: | 0.35 |
| Break-even: | 84.90 |
| Moneyness: | 1.02 |
| Premium: | 0.04 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.03 |
| Spread %: | 6.52% |
| Delta: | 0.62 |
| Theta: | -0.02 |
| Omega: | 10.29 |
| Rho: | 0.13 |
Quote data
| Open: | 0.4600 |
|---|---|
| High: | 0.4700 |
| Low: | 0.4600 |
| Previous Close: | 0.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.96% | ||
|---|---|---|---|
| 1 Month | -20.34% | ||
| 3 Months | -65.94% | ||
| YTD | -70.44% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5400 | 0.4800 |
|---|---|---|
| 1M High / 1M Low: | 0.5400 | 0.4200 |
| 6M High / 6M Low: | 1.9000 | 0.4200 |
| High (YTD): | 20/05/2024 | 1.9000 |
| Low (YTD): | 20/08/2024 | 0.4200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4773 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1631 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 98.65% | |
| Volatility 6M: | 117.22% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
