UC WAR. CALL 12/25 HNK1/ DE000HD7LVL2 /
| 2024-11-12 9:45:47 PM | Chg.-0.0300 | Bid9:59:09 PM | Ask9:59:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3700EUR | -7.50% | 0.3600 Bid Size: 15,000 |
0.3900 Ask Size: 15,000 |
Heineken NV | 80.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HD7LVL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-08-05 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.40 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.19 |
| Parity: | -0.72 |
| Time value: | 0.41 |
| Break-even: | 84.10 |
| Moneyness: | 0.91 |
| Premium: | 0.16 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 7.89% |
| Delta: | 0.42 |
| Theta: | -0.01 |
| Omega: | 7.51 |
| Rho: | 0.29 |
Quote data
| Open: | 0.3700 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3700 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.92% | ||
|---|---|---|---|
| 1 Month | -43.94% | ||
| 3 Months | -56.47% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4800 | 0.3900 |
|---|---|---|
| 1M High / 1M Low: | 0.7500 | 0.3900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5986 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 116.84% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
