UC WAR. CALL 12/24 HNK1/ DE000HD7F9H7 /
| 05/09/2024 21:47:15 | Chg.+0.0200 | Bid21:59:30 | Ask21:59:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | +22.22% | 0.0900 Bid Size: 15,000 |
0.1200 Ask Size: 15,000 |
Heineken NV | 92.00 EUR | 18/12/2024 | Call |
Master data
| WKN: | HD7F9H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 92.00 EUR |
| Maturity: | 18/12/2024 |
| Issue date: | 29/07/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 74.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.19 |
| Parity: | -1.05 |
| Time value: | 0.11 |
| Break-even: | 93.10 |
| Moneyness: | 0.89 |
| Premium: | 0.14 |
| Premium p.a.: | 0.60 |
| Spread abs.: | 0.03 |
| Spread %: | 37.50% |
| Delta: | 0.20 |
| Theta: | -0.02 |
| Omega: | 15.12 |
| Rho: | 0.04 |
Quote data
| Open: | 0.0800 |
|---|---|
| High: | 0.1100 |
| Low: | 0.0800 |
| Previous Close: | 0.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.79% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0830 |
|---|---|---|
| 1M High / 1M Low: | 0.1200 | 0.0790 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0924 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0922 | |
| Avg. volume 1M: | 1,086.9565 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 145.58% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
