UniCredit Call 80 HEIA 18.12.2024
/ DE000HD03208
UniCredit Call 80 HEIA 18.12.2024/ DE000HD03208 /
8/14/2024 7:38:01 PM |
Chg.+0.020 |
Bid9:42:08 PM |
Ask9:42:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+4.65% |
0.450 Bid Size: 10,000 |
0.470 Ask Size: 10,000 |
Heineken NV |
80.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HD0320 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 - |
Maturity: |
12/18/2024 |
Issue date: |
10/23/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.19 |
Parity: |
-0.05 |
Time value: |
0.46 |
Break-even: |
84.60 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
6.98% |
Delta: |
0.54 |
Theta: |
-0.02 |
Omega: |
9.40 |
Rho: |
0.13 |
Quote data
Open: |
0.460 |
High: |
0.470 |
Low: |
0.430 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.09% |
1 Month |
|
|
-59.46% |
3 Months |
|
|
-73.84% |
YTD |
|
|
-71.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.430 |
1M High / 1M Low: |
1.260 |
0.430 |
6M High / 6M Low: |
1.880 |
0.430 |
High (YTD): |
5/20/2024 |
1.880 |
Low (YTD): |
8/13/2024 |
0.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.464 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.799 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.237 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
205.19% |
Volatility 6M: |
|
116.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |