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: | - |