UC WAR. CALL 03/25 HNK1/ DE000HD43F10 /
| 6/3/2024 1:47:01 PM | Chg.-0.0500 | Bid1:55:05 PM | Ask1:55:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8500EUR | -5.56% | 0.8400 Bid Size: 60,000 |
0.8500 Ask Size: 60,000 |
Heineken NV | 90.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD43F1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 3/25/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.81 |
|---|---|
| Intrinsic value: | 0.19 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | 0.19 |
| Time value: | 0.75 |
| Break-even: | 99.40 |
| Moneyness: | 1.02 |
| Premium: | 0.08 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 3.30% |
| Delta: | 0.64 |
| Theta: | -0.02 |
| Omega: | 6.25 |
| Rho: | 0.39 |
Quote data
| Open: | 0.9000 |
|---|---|
| High: | 0.9000 |
| Low: | 0.8400 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.30% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0800 | 0.8800 |
|---|---|---|
| 1M High / 1M Low: | 1.2500 | 0.8000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0290 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 90.64% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
