UC WAR. CALL 12/24 HNK1/ DE000HD3B837 /
9/2/2024 9:45:14 AM | Chg.-0.0300 | Bid10:02:22 AM | Ask10:02:22 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2400EUR | -11.11% | 0.2400 Bid Size: 100,000 |
0.2500 Ask Size: 100,000 |
Heineken NV | 85.00 - | 12/18/2024 | Call |
Master data
WKN: | HD3B83 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 85.00 - |
Maturity: | 12/18/2024 |
Issue date: | 3/4/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 28.09 |
Leverage: | Yes |
Calculated values
Fair value: | 0.22 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.23 |
Historic volatility: | 0.19 |
Parity: | -0.35 |
Time value: | 0.29 |
Break-even: | 87.90 |
Moneyness: | 0.96 |
Premium: | 0.08 |
Premium p.a.: | 0.30 |
Spread abs.: | 0.03 |
Spread %: | 11.54% |
Delta: | 0.42 |
Theta: | -0.02 |
Omega: | 11.86 |
Rho: | 0.09 |
Quote data
Open: | 0.2400 |
---|---|
High: | 0.2400 |
Low: | 0.2400 |
Previous Close: | 0.2700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -27.27% | ||
3 Months | -77.78% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2800 | 0.2400 |
---|---|---|
1M High / 1M Low: | 0.3300 | 0.2100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2680 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2538 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 115.48% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |