UC WAR. CALL 12/25 HNK1/ DE000HD6S7F1 /
2024-09-04 9:45:53 AM | Chg.-0.0050 | Bid11:23:48 AM | Ask11:23:48 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0710EUR | -6.58% | 0.0710 Bid Size: 100,000 |
0.0770 Ask Size: 100,000 |
Heineken NV | 120.00 - | 2025-12-17 | Call |
Master data
WKN: | HD6S7F |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 120.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2024-07-01 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 91.51 |
Leverage: | Yes |
Calculated values
Fair value: | 0.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.19 |
Parity: | -3.86 |
Time value: | 0.09 |
Break-even: | 120.89 |
Moneyness: | 0.68 |
Premium: | 0.48 |
Premium p.a.: | 0.36 |
Spread abs.: | 0.03 |
Spread %: | 45.90% |
Delta: | 0.10 |
Theta: | 0.00 |
Omega: | 9.42 |
Rho: | 0.10 |
Quote data
Open: | 0.0610 |
---|---|
High: | 0.0710 |
Low: | 0.0610 |
Previous Close: | 0.0760 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -12.35% | ||
---|---|---|---|
1 Month | -29.00% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0840 | 0.0740 |
---|---|---|
1M High / 1M Low: | 0.0900 | 0.0710 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0794 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0780 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 74.81% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |