UniCredit Call 85 HEIA 18.09.2024
/ DE000HC9XPU7
UniCredit Call 85 HEIA 18.09.2024/ DE000HC9XPU7 /
| 08/07/2024 20:34:35 |
Chg.- |
Bid09:37:03 |
Ask09:37:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
- |
0.570
Bid Size: 50,000 |
0.580
Ask Size: 50,000 |
Heineken NV |
85.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9XPU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.37 |
| Time value: |
0.21 |
| Break-even: |
90.80 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
5.45% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
11.03 |
| Rho: |
0.11 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.560 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.84% |
| 1 Month |
|
|
-48.15% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
-49.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.560 |
| 1M High / 1M Low: |
1.180 |
0.560 |
| 6M High / 6M Low: |
1.310 |
0.440 |
| High (YTD): |
20/05/2024 |
1.310 |
| Low (YTD): |
21/03/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.896 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.876 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.01% |
| Volatility 6M: |
|
137.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
