UniCredit Call 90 HEIA 18.09.2024
/ DE000HC9XPV5
UniCredit Call 90 HEIA 18.09.2024/ DE000HC9XPV5 /
| 26/07/2024 19:36:53 |
Chg.+0.100 |
Bid21:59:36 |
Ask21:59:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+38.46% |
0.360
Bid Size: 10,000 |
0.390
Ask Size: 10,000 |
Heineken NV |
90.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9XPV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.07 |
| Time value: |
0.32 |
| Break-even: |
93.90 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
0.57 |
| Theta: |
-0.04 |
| Omega: |
13.36 |
| Rho: |
0.07 |
Quote data
| Open: |
0.280 |
| High: |
0.360 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.00% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-32.08% |
| YTD |
|
|
-54.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.250 |
| 1M High / 1M Low: |
0.400 |
0.250 |
| 6M High / 6M Low: |
0.930 |
0.250 |
| High (YTD): |
08/02/2024 |
0.930 |
| Low (YTD): |
24/07/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.311 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.515 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.80% |
| Volatility 6M: |
|
185.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
