UniCredit Call 120 HEIA 17.12.2025
/ DE000HD6S7F1
UniCredit Call 120 HEIA 17.12.202.../ DE000HD6S7F1 /
9/4/2024 7:15:53 PM |
Chg.+0.005 |
Bid8:13:31 PM |
Ask8:13:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.072EUR |
+7.46% |
0.071 Bid Size: 15,000 |
0.088 Ask Size: 15,000 |
Heineken NV |
120.00 - |
12/17/2025 |
Call |
Master data
WKN: |
HD6S7F |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 - |
Maturity: |
12/17/2025 |
Issue date: |
7/1/2024 |
Last trading day: |
12/16/2025 |
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: |
0.076 |
High: |
0.076 |
Low: |
0.072 |
Previous Close: |
0.067 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.00% |
1 Month |
|
|
-10.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.075 |
0.066 |
1M High / 1M Low: |
0.090 |
0.062 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.070 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.071 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |