UniCredit Call 80 HEIA 18.12.2024
/ DE000HD03208
UniCredit Call 80 HEIA 18.12.2024/ DE000HD03208 /
| 7/30/2024 7:38:47 PM |
Chg.-0.700 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-55.56% |
0.550
Bid Size: 8,000 |
0.580
Ask Size: 8,000 |
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: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.19 |
| Parity: |
0.15 |
| Time value: |
1.14 |
| Break-even: |
92.90 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.03 |
| Spread %: |
2.38% |
| Delta: |
0.61 |
| Theta: |
-0.04 |
| Omega: |
3.83 |
| Rho: |
0.14 |
Quote data
| Open: |
0.580 |
| High: |
0.600 |
| Low: |
0.550 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.30% |
| 1 Month |
|
|
-55.91% |
| 3 Months |
|
|
-60.84% |
| YTD |
|
|
-64.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.120 |
| 1M High / 1M Low: |
1.270 |
1.090 |
| 6M High / 6M Low: |
1.880 |
0.880 |
| High (YTD): |
5/20/2024 |
1.880 |
| Low (YTD): |
3/21/2024 |
0.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.346 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.96% |
| Volatility 6M: |
|
95.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
