UniCredit Call 90 HEIA 18.12.2024
/ DE000HC8H9N4
UniCredit Call 90 HEIA 18.12.2024/ DE000HC8H9N4 /
2024-09-04 7:39:23 PM |
Chg.+0.010 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+9.09% |
0.120 Bid Size: 15,000 |
0.150 Ask Size: 15,000 |
Heineken NV |
90.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HC8H9N |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-08-07 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
62.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
-0.86 |
Time value: |
0.13 |
Break-even: |
91.30 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.03 |
Spread %: |
30.00% |
Delta: |
0.24 |
Theta: |
-0.02 |
Omega: |
15.17 |
Rho: |
0.05 |
Quote data
Open: |
0.120 |
High: |
0.130 |
Low: |
0.110 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-7.69% |
1 Month |
|
|
-7.69% |
3 Months |
|
|
-81.54% |
YTD |
|
|
-87.10% |
1 Year |
|
|
-86.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.110 |
1M High / 1M Low: |
0.160 |
0.100 |
6M High / 6M Low: |
1.080 |
0.100 |
High (YTD): |
2024-05-20 |
1.080 |
Low (YTD): |
2024-08-23 |
0.100 |
52W High: |
2024-05-20 |
1.080 |
52W Low: |
2024-08-23 |
0.100 |
Avg. price 1W: |
|
0.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.122 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.553 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.637 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
146.68% |
Volatility 6M: |
|
169.76% |
Volatility 1Y: |
|
144.01% |
Volatility 3Y: |
|
- |