UniCredit Call 90 HEIA 18.06.2025
/ DE000HD1EDF0
UniCredit Call 90 HEIA 18.06.2025/ DE000HD1EDF0 /
| 7/16/2024 12:35:56 PM |
Chg.0.000 |
Bid12:47:05 PM |
Ask12:47:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
0.00% |
0.700
Bid Size: 70,000 |
0.710
Ask Size: 70,000 |
Heineken NV |
90.00 - |
6/18/2025 |
Call |
Master data
| WKN: |
HD1EDF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
6/18/2025 |
| Issue date: |
12/27/2023 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
-0.12 |
| Time value: |
0.71 |
| Break-even: |
97.10 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.03 |
| Spread %: |
4.41% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
7.24 |
| Rho: |
0.41 |
Quote data
| Open: |
0.680 |
| High: |
0.700 |
| Low: |
0.680 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.41% |
| 1 Month |
|
|
-39.66% |
| 3 Months |
|
|
-1.41% |
| YTD |
|
|
-38.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.700 |
| 1M High / 1M Low: |
1.120 |
0.700 |
| 6M High / 6M Low: |
1.310 |
0.570 |
| High (YTD): |
5/20/2024 |
1.310 |
| Low (YTD): |
3/21/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.932 |
| Avg. volume 6M: |
|
15.748 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.44% |
| Volatility 6M: |
|
103.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
