UniCredit Call 85 HEIA 18.09.2024
/ DE000HC9XPU7
UniCredit Call 85 HEIA 18.09.2024/ DE000HC9XPU7 /
| 7/17/2024 3:51:14 PM |
Chg.+0.070 |
Bid3:57:43 PM |
Ask3:57:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+13.21% |
0.620
Bid Size: 50,000 |
0.630
Ask Size: 50,000 |
Heineken NV |
85.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9XPU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.36 |
| Time value: |
0.21 |
| Break-even: |
90.70 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
11.05 |
| Rho: |
0.10 |
Quote data
| Open: |
0.550 |
| High: |
0.600 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
+1.69% |
| YTD |
|
|
-45.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.530 |
| 1M High / 1M Low: |
1.050 |
0.530 |
| 6M High / 6M Low: |
1.320 |
0.450 |
| High (YTD): |
5/20/2024 |
1.320 |
| Low (YTD): |
3/21/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.853 |
| Avg. volume 6M: |
|
9.449 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.37% |
| Volatility 6M: |
|
136.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
