UC WAR. CALL 12/24 HNK1/ DE000HD0A2Y9 /
| 9/3/2024 9:47:10 PM | Chg.0.0000 | Bid9:59:07 PM | Ask9:59:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0570EUR | 0.00% | 0.0400 Bid Size: 15,000 |
0.0680 Ask Size: 15,000 |
Heineken NV | 95.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD0A2Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 95.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 10/30/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 119.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.19 |
| Parity: | -1.36 |
| Time value: | 0.07 |
| Break-even: | 95.68 |
| Moneyness: | 0.86 |
| Premium: | 0.18 |
| Premium p.a.: | 0.74 |
| Spread abs.: | 0.03 |
| Spread %: | 70.00% |
| Delta: | 0.14 |
| Theta: | -0.01 |
| Omega: | 16.59 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0430 |
|---|---|
| High: | 0.0570 |
| Low: | 0.0430 |
| Previous Close: | 0.0570 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.06% | ||
|---|---|---|---|
| 1 Month | -28.75% | ||
| 3 Months | -87.05% | ||
| YTD | -91.62% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0660 | 0.0570 |
|---|---|---|
| 1M High / 1M Low: | 0.0800 | 0.0550 |
| 6M High / 6M Low: | 0.7800 | 0.0550 |
| High (YTD): | 2/8/2024 | 0.7900 |
| Low (YTD): | 8/23/2024 | 0.0550 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0624 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0637 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3643 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 98.30% | |
| Volatility 6M: | 168.63% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
