UniCredit Call 80 HEIA 18.12.2024
/ DE000HD03208
UniCredit Call 80 HEIA 18.12.2024/ DE000HD03208 /
| 16/07/2024 12:16:13 |
Chg.0.000 |
Bid12:28:18 |
Ask12:28:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
0.00% |
1.110
Bid Size: 45,000 |
1.120
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: |
|
- |
