UniCredit Call 90 HEIA 18.12.2024
/ DE000HC8H9N4
UniCredit Call 90 HEIA 18.12.2024/ DE000HC8H9N4 /
| 08/07/2024 13:11:11 |
Chg.-0.050 |
Bid13:26:15 |
Ask13:26:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-9.09% |
0.510
Bid Size: 70,000 |
0.520
Ask Size: 70,000 |
Heineken NV |
90.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC8H9N |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.03 |
| Time value: |
0.57 |
| Break-even: |
95.70 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
8.88 |
| Rho: |
0.20 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.500 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.28% |
| 1 Month |
|
|
-43.18% |
| 3 Months |
|
|
-1.96% |
| YTD |
|
|
-46.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.550 |
| 1M High / 1M Low: |
0.970 |
0.550 |
| 6M High / 6M Low: |
1.080 |
0.380 |
| High (YTD): |
20/05/2024 |
1.080 |
| Low (YTD): |
21/03/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.752 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.731 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.31% |
| Volatility 6M: |
|
132.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
