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: | - |