UniCredit Call 88 HEIA 18.12.2024
/ DE000HD7LVH0
UniCredit Call 88 HEIA 18.12.2024/ DE000HD7LVH0 /
| 9/17/2024 9:18:39 AM |
Chg.+0.010 |
Bid11:58:47 AM |
Ask11:58:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.150
Bid Size: 100,000 |
0.160
Ask Size: 100,000 |
Heineken NV |
88.00 EUR |
12/18/2024 |
Call |
Master data
| WKN: |
HD7LVH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 EUR |
| Maturity: |
12/18/2024 |
| Issue date: |
8/5/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
-0.60 |
| Time value: |
0.28 |
| Break-even: |
90.80 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.12 |
| Spread %: |
75.00% |
| Delta: |
0.36 |
| Theta: |
-0.03 |
| Omega: |
10.67 |
| Rho: |
0.07 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.160 |
| 1M High / 1M Low: |
0.200 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
