UniCredit Call 90 HEIA 18.12.2024
/ DE000HC8H9N4
UniCredit Call 90 HEIA 18.12.2024/ DE000HC8H9N4 /
| 15/07/2024 21:04:27 |
Chg.- |
Bid10:10:02 |
Ask10:10:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
- |
0.450
Bid Size: 70,000 |
0.460
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: |
18.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.12 |
| Time value: |
0.48 |
| Break-even: |
94.80 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
6.67% |
| Delta: |
0.53 |
| Theta: |
-0.02 |
| Omega: |
9.82 |
| Rho: |
0.18 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.460 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-8.00% |
| YTD |
|
|
-50.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.460 |
| 1M High / 1M Low: |
0.880 |
0.460 |
| 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: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.638 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.94% |
| Volatility 6M: |
|
131.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
