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UniCredit Call 90 HEIA 18.12.2024/  DE000HC8H9N4  /

EUWAX
17/09/2024  15:32:22 Chg.-0.010 Bid17/09/2024 Ask17/09/2024 Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.110
Bid Size: 100,000		 0.120
Ask Size: 100,000		 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: 43.14
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -0.80
Time value: 0.19
Break-even: 91.90
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.57
Spread abs.: 0.12
Spread %: 171.43%
Delta: 0.29
Theta: -0.02
Omega: 12.51
Rho: 0.06
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+10.00%
3 Months
  -87.50%
YTD
  -88.17%
1 Year
  -83.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.120
1M High / 1M Low: 0.140 0.090
6M High / 6M Low: 1.080 0.090
High (YTD): 20/05/2024 1.080
Low (YTD): 22/08/2024 0.090
52W High: 20/05/2024 1.080
52W Low: 22/08/2024 0.090
Avg. price 1W:   0.128
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   0.521
Avg. volume 6M:   0.000
Avg. price 1Y:   0.609
Avg. volume 1Y:   0.000
Volatility 1M:   202.97%
Volatility 6M:   185.19%
Volatility 1Y:   153.18%
Volatility 3Y:   -