UniCredit Call 95 HEIA 18.12.2024
/ DE000HD0A2Y9
UniCredit Call 95 HEIA 18.12.2024/ DE000HD0A2Y9 /
| 16/07/2024 12:24:25 |
Chg.0.000 |
Bid16/07/2024 |
Ask16/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
0.00% |
0.270
Bid Size: 90,000 |
0.280
Ask Size: 90,000 |
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: |
30.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.62 |
| Time value: |
0.29 |
| Break-even: |
97.90 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
11.47 |
| Rho: |
0.13 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
-56.45% |
| 3 Months |
|
|
-15.63% |
| YTD |
|
|
-59.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.270 |
| 1M High / 1M Low: |
0.580 |
0.270 |
| 6M High / 6M Low: |
0.780 |
0.240 |
| High (YTD): |
08/02/2024 |
0.780 |
| Low (YTD): |
21/03/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.404 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.476 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.90% |
| Volatility 6M: |
|
149.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
