UniCredit Call 90 HEIA 18.09.2024
/ DE000HC9XPV5
UniCredit Call 90 HEIA 18.09.2024/ DE000HC9XPV5 /
| 7/16/2024 9:44:08 AM |
Chg.-0.010 |
Bid11:45:31 AM |
Ask11:45:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-3.70% |
0.270
Bid Size: 80,000 |
0.280
Ask Size: 80,000 |
Heineken NV |
90.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9XPV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.12 |
| Time value: |
0.29 |
| Break-even: |
92.90 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.49 |
| Theta: |
-0.03 |
| Omega: |
14.84 |
| Rho: |
0.07 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.34% |
| 1 Month |
|
|
-64.38% |
| 3 Months |
|
|
-25.71% |
| YTD |
|
|
-67.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.270 |
| 1M High / 1M Low: |
0.680 |
0.270 |
| 6M High / 6M Low: |
0.930 |
0.250 |
| High (YTD): |
2/8/2024 |
0.930 |
| Low (YTD): |
3/21/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.545 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.54% |
| Volatility 6M: |
|
168.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
