UniCredit Call 80 HEIA 18.12.2024
/ DE000HD03208
UniCredit Call 80 HEIA 18.12.2024/ DE000HD03208 /
16/07/2024 14:00:14 |
Chg.0.000 |
Bid14:39:56 |
Ask14:39:56 |
Underlying |
Strike price |
Expiration date |
Option type |
1.110EUR |
0.00% |
1.100 Bid Size: 45,000 |
1.110 Ask Size: 45,000 |
Heineken NV |
80.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HD0320 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 - |
Maturity: |
18/12/2024 |
Issue date: |
23/10/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.07 |
Intrinsic value: |
0.88 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
0.88 |
Time value: |
0.24 |
Break-even: |
91.20 |
Moneyness: |
1.11 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
2.75% |
Delta: |
0.83 |
Theta: |
-0.02 |
Omega: |
6.54 |
Rho: |
0.26 |
Quote data
Open: |
1.090 |
High: |
1.110 |
Low: |
1.090 |
Previous Close: |
1.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.89% |
1 Month |
|
|
-33.93% |
3 Months |
|
|
+5.71% |
YTD |
|
|
-29.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.180 |
1.110 |
1M High / 1M Low: |
1.630 |
1.110 |
6M High / 6M Low: |
1.880 |
0.880 |
High (YTD): |
20/05/2024 |
1.880 |
Low (YTD): |
21/03/2024 |
0.880 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.337 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.374 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.70% |
Volatility 6M: |
|
93.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |