UniCredit Call 95 HEIA 18.12.2024
/ DE000HD0A2Y9
UniCredit Call 95 HEIA 18.12.2024/ DE000HD0A2Y9 /
14/08/2024 19:29:07 |
Chg.+0.003 |
Bid21:59:25 |
Ask21:59:25 |
Underlying |
Strike price |
Expiration date |
Option type |
0.060EUR |
+5.26% |
0.053 Bid Size: 15,000 |
0.081 Ask Size: 15,000 |
Heineken NV |
95.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HD0A2Y |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 - |
Maturity: |
18/12/2024 |
Issue date: |
30/10/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
99.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-1.55 |
Time value: |
0.08 |
Break-even: |
95.80 |
Moneyness: |
0.84 |
Premium: |
0.21 |
Premium p.a.: |
0.72 |
Spread abs.: |
0.03 |
Spread %: |
53.85% |
Delta: |
0.14 |
Theta: |
-0.01 |
Omega: |
14.25 |
Rho: |
0.04 |
Quote data
Open: |
0.063 |
High: |
0.066 |
Low: |
0.056 |
Previous Close: |
0.057 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.04% |
1 Month |
|
|
-79.31% |
3 Months |
|
|
-90.32% |
YTD |
|
|
-91.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.076 |
0.055 |
1M High / 1M Low: |
0.340 |
0.055 |
6M High / 6M Low: |
0.770 |
0.055 |
High (YTD): |
08/02/2024 |
0.780 |
Low (YTD): |
12/08/2024 |
0.055 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.063 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.169 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.395 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
359.22% |
Volatility 6M: |
|
195.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |