UC WAR. CALL 06/24 HNK1/ DE000HC7DZT4 /
| 5/23/2024 11:46:38 AM | Chg.-0.0100 | Bid12:40:00 PM | Ask12:40:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5600EUR | -1.75% | 0.5800 Bid Size: 40,000 |
0.5900 Ask Size: 40,000 |
Heineken NV | 90.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC7DZT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 6/16/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.50 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.18 |
| Parity: | 0.50 |
| Time value: | 0.09 |
| Break-even: | 95.90 |
| Moneyness: | 1.06 |
| Premium: | 0.01 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 5.36% |
| Delta: | 0.82 |
| Theta: | -0.04 |
| Omega: | 13.13 |
| Rho: | 0.05 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.5600 |
| Low: | 0.5500 |
| Previous Close: | 0.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.20% | ||
|---|---|---|---|
| 1 Month | +55.56% | ||
| 3 Months | +55.56% | ||
| YTD | -16.42% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7300 | 0.5700 |
|---|---|---|
| 1M High / 1M Low: | 0.7300 | 0.2700 |
| 6M High / 6M Low: | 0.8200 | 0.1300 |
| High (YTD): | 2/8/2024 | 0.8200 |
| Low (YTD): | 3/21/2024 | 0.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4648 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4326 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 212.28% | |
| Volatility 6M: | 203.58% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
