UC WAR. CALL 12/24 KHNZ/ DE000HC96H23 /
| 11/10/2024 21:41:13 | Chg.+0.0300 | Bid21:55:28 | Ask21:55:28 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5000EUR | +6.38% | 0.5000 Bid Size: 40,000 |
0.5200 Ask Size: 40,000 |
KRAFT HEINZ CO.DL -,... | 30.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC96H2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | KRAFT HEINZ CO.DL -,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/09/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.19 |
| Implied volatility: | 0.70 |
| Historic volatility: | 0.18 |
| Parity: | 0.19 |
| Time value: | 0.29 |
| Break-even: | 34.80 |
| Moneyness: | 1.06 |
| Premium: | 0.09 |
| Premium p.a.: | 0.61 |
| Spread abs.: | 0.01 |
| Spread %: | 2.13% |
| Delta: | 0.64 |
| Theta: | -0.03 |
| Omega: | 4.28 |
| Rho: | 0.03 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.5000 |
| Low: | 0.4500 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.11% | ||
|---|---|---|---|
| 1 Month | -1.96% | ||
| 3 Months | +66.67% | ||
| YTD | -29.58% | ||
| 1 Year | +6.38% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.4500 |
|---|---|---|
| 1M High / 1M Low: | 0.5400 | 0.4100 |
| 6M High / 6M Low: | 0.8500 | 0.2900 |
| High (YTD): | 09/01/2024 | 0.8600 |
| Low (YTD): | 10/07/2024 | 0.2900 |
| 52W High: | 09/01/2024 | 0.8600 |
| 52W Low: | 10/07/2024 | 0.2900 |
| Avg. price 1W: | 0.4620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4818 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5059 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5650 | |
| Avg. volume 1Y: | 5.8594 | |
| Volatility 1M: | 89.48% | |
| Volatility 6M: | 107.71% | |
| Volatility 1Y: | 97.07% | |
| Volatility 3Y: | - |
