UC WAR. CALL 03/25 HNK1/ DE000HD4FB44 /
| 5/17/2024 3:45:55 PM | Chg.+0.0200 | Bid4:07:05 PM | Ask4:07:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4200EUR | +5.00% | 0.4400 Bid Size: 90,000 |
0.4500 Ask Size: 90,000 |
Heineken NV | 105.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD4FB4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 105.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 4/8/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.18 |
| Parity: | -0.97 |
| Time value: | 0.42 |
| Break-even: | 109.20 |
| Moneyness: | 0.91 |
| Premium: | 0.15 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.03 |
| Spread %: | 7.69% |
| Delta: | 0.39 |
| Theta: | -0.01 |
| Omega: | 8.87 |
| Rho: | 0.28 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4200 |
| Low: | 0.4000 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.67% | ||
|---|---|---|---|
| 1 Month | +110.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4000 | 0.3600 |
|---|---|---|
| 1M High / 1M Low: | 0.4000 | 0.2000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3076 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 132.13% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
