UC WAR. CALL 12/24 HNK1/ DE000HD0A2Y9 /
| 29/07/2024 09:45:54 | Chg.-0.1900 | Bid10:57:44 | Ask10:57:44 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | -55.88% | 0.1100 Bid Size: 100,000 |
0.1200 Ask Size: 100,000 |
Heineken NV | 95.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD0A2Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 95.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 30/10/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.16 |
| Parity: | -0.43 |
| Time value: | 0.36 |
| Break-even: | 98.60 |
| Moneyness: | 0.95 |
| Premium: | 0.09 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.03 |
| Spread %: | 9.09% |
| Delta: | 0.43 |
| Theta: | -0.02 |
| Omega: | 10.87 |
| Rho: | 0.14 |
Quote data
| Open: | 0.1700 |
|---|---|
| High: | 0.1700 |
| Low: | 0.1500 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -53.13% | ||
|---|---|---|---|
| 1 Month | -61.54% | ||
| 3 Months | -71.15% | ||
| YTD | -77.94% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3400 | 0.2700 |
|---|---|---|
| 1M High / 1M Low: | 0.3700 | 0.2700 |
| 6M High / 6M Low: | 0.7900 | 0.2400 |
| High (YTD): | 08/02/2024 | 0.7900 |
| Low (YTD): | 21/03/2024 | 0.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3105 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4617 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 129.23% | |
| Volatility 6M: | 147.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
