UniCredit Call 80 HEIA 18.12.2024
/ DE000HD03208
UniCredit Call 80 HEIA 18.12.2024/ DE000HD03208 /
| 16/07/2024 13:38:39 |
Chg.+0.02 |
Bid16/07/2024 |
Ask16/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+1.82% |
1.12
Bid Size: 45,000 |
1.13
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: |
1.06 |
| High: |
1.12 |
| Low: |
1.06 |
| Previous Close: |
1.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-33.73% |
| 3 Months |
|
|
+5.66% |
| YTD |
|
|
-29.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
1.10 |
| 1M High / 1M Low: |
1.64 |
1.10 |
| 6M High / 6M Low: |
1.88 |
0.88 |
| High (YTD): |
21/05/2024 |
1.88 |
| Low (YTD): |
21/03/2024 |
0.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.33% |
| Volatility 6M: |
|
93.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
