UC WAR. CALL 12/25 HEI/ DE000HD1ERK0 /
| 2024-09-26 9:40:52 PM | Chg.+0.0300 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1600EUR | +23.08% | 0.1400 Bid Size: 15,000 |
0.1900 Ask Size: 15,000 |
HEIDELBERG MATERIALS... | 150.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD1ERK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HEIDELBERG MATERIALS O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 51.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | -5.17 |
| Time value: | 0.19 |
| Break-even: | 151.90 |
| Moneyness: | 0.66 |
| Premium: | 0.55 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.09 |
| Spread %: | 90.00% |
| Delta: | 0.14 |
| Theta: | -0.01 |
| Omega: | 7.24 |
| Rho: | 0.15 |
Quote data
| Open: | 0.0900 |
|---|---|
| High: | 0.1600 |
| Low: | 0.0900 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.29% | ||
|---|---|---|---|
| 1 Month | +6.67% | ||
| 3 Months | -27.27% | ||
| YTD | +23.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1400 | 0.1300 |
|---|---|---|
| 1M High / 1M Low: | 0.1600 | 0.0900 |
| 6M High / 6M Low: | 0.5200 | 0.0740 |
| High (YTD): | 2024-05-15 | 0.5200 |
| Low (YTD): | 2024-02-15 | 0.0620 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1249 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2142 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 177.16% | |
| Volatility 6M: | 201.22% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
