UC WAR. CALL 06/24 HNK1/ DE000HC7DZT4 /
| 2024-05-10 9:46:02 PM | Chg.+0.0200 | Bid9:59:15 PM | Ask9:59:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5000EUR | +4.17% | 0.4900 Bid Size: 8,000 |
0.5200 Ask Size: 8,000 |
Heineken NV | 90.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC7DZT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-16 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | 0.38 |
| Time value: | 0.14 |
| Break-even: | 95.20 |
| Moneyness: | 1.04 |
| Premium: | 0.02 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.03 |
| Spread %: | 6.12% |
| Delta: | 0.75 |
| Theta: | -0.03 |
| Omega: | 13.45 |
| Rho: | 0.07 |
Quote data
| Open: | 0.4800 |
|---|---|
| High: | 0.5000 |
| Low: | 0.4800 |
| Previous Close: | 0.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +61.29% | ||
|---|---|---|---|
| 1 Month | +108.33% | ||
| 3 Months | -35.90% | ||
| YTD | -25.37% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5000 | 0.2700 |
|---|---|---|
| 1M High / 1M Low: | 0.5000 | 0.1900 |
| 6M High / 6M Low: | 0.8200 | 0.1300 |
| High (YTD): | 2024-02-08 | 0.8200 |
| Low (YTD): | 2024-03-21 | 0.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3257 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4146 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 256.45% | |
| Volatility 6M: | 204.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
