UniCredit Call 102 HEIA 18.09.2024
/ DE000HD6BZ48
UniCredit Call 102 HEIA 18.09.202.../ DE000HD6BZ48 /
| 7/16/2024 12:15:33 PM |
Chg.+0.005 |
Bid12:58:38 PM |
Ask12:58:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
+17.24% |
0.035
Bid Size: 90,000 |
0.041
Ask Size: 90,000 |
Heineken NV |
102.00 EUR |
9/18/2024 |
Call |
Master data
| WKN: |
HD6BZ4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 EUR |
| Maturity: |
9/18/2024 |
| Issue date: |
6/18/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
170.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
-1.32 |
| Time value: |
0.05 |
| Break-even: |
102.52 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.03 |
| Spread %: |
147.62% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
20.01 |
| Rho: |
0.02 |
Quote data
| Open: |
0.033 |
| High: |
0.034 |
| Low: |
0.032 |
| Previous Close: |
0.029 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.86% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.029 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
