UniCredit Call 85 HEIA 18.12.2024
/ DE000HD3B837
UniCredit Call 85 HEIA 18.12.2024/ DE000HD3B837 /
| 17/09/2024 09:24:28 |
Chg.+0.010 |
Bid11:45:29 |
Ask11:45:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.250
Bid Size: 100,000 |
0.260
Ask Size: 100,000 |
Heineken NV |
85.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD3B83 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-0.30 |
| Time value: |
0.33 |
| Break-even: |
88.30 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.12 |
| Spread %: |
57.14% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
10.98 |
| Rho: |
0.08 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
-78.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.260 |
| 1M High / 1M Low: |
0.320 |
0.200 |
| 6M High / 6M Low: |
1.460 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.782 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.06% |
| Volatility 6M: |
|
152.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
