UC WAR. CALL 12/25 HNK1/ DE000HD70A78 /
9/17/2024 5:45:09 PM | Chg.-0.0040 | Bid5:51:16 PM | Ask5:51:16 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0960EUR | -4.00% | 0.0850 Bid Size: 30,000 |
0.0960 Ask Size: 30,000 |
Heineken NV | 115.00 EUR | 12/17/2025 | Call |
Master data
WKN: | HD70A7 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 115.00 EUR |
Maturity: | 12/17/2025 |
Issue date: | 7/8/2024 |
Last trading day: | 12/16/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 40.98 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.19 |
Parity: | -3.30 |
Time value: | 0.20 |
Break-even: | 117.00 |
Moneyness: | 0.71 |
Premium: | 0.43 |
Premium p.a.: | 0.33 |
Spread abs.: | 0.11 |
Spread %: | 122.22% |
Delta: | 0.18 |
Theta: | -0.01 |
Omega: | 7.41 |
Rho: | 0.16 |
Quote data
Open: | 0.0800 |
---|---|
High: | 0.1000 |
Low: | 0.0800 |
Previous Close: | 0.1000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -12.73% | ||
---|---|---|---|
1 Month | +5.49% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1100 | 0.1000 |
---|---|---|
1M High / 1M Low: | 0.1100 | 0.0910 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1033 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 103.93% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |