UniCredit Call 85 HEIA 18.06.2025
/ DE000HD3B845
UniCredit Call 85 HEIA 18.06.2025/ DE000HD3B845 /
06/09/2024 19:28:24 |
Chg.-0.050 |
Bid06/09/2024 |
Ask06/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-8.93% |
0.510 Bid Size: 25,000 |
0.520 Ask Size: 25,000 |
Heineken NV |
85.00 - |
18/06/2025 |
Call |
Master data
WKN: |
HD3B84 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
18/06/2025 |
Issue date: |
04/03/2024 |
Last trading day: |
17/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
-0.27 |
Time value: |
0.57 |
Break-even: |
90.70 |
Moneyness: |
0.97 |
Premium: |
0.10 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.03 |
Spread %: |
5.56% |
Delta: |
0.53 |
Theta: |
-0.01 |
Omega: |
7.60 |
Rho: |
0.29 |
Quote data
Open: |
0.570 |
High: |
0.580 |
Low: |
0.510 |
Previous Close: |
0.560 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.92% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-65.77% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.560 |
0.500 |
1M High / 1M Low: |
0.560 |
0.440 |
6M High / 6M Low: |
1.680 |
0.440 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.520 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.489 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.038 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.13% |
Volatility 6M: |
|
109.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |