UC WAR. CALL 06/24 HNK1/ DE000HC7MAJ9 /
6/3/2024 7:45:33 PM | Chg.-0.0100 | Bid9:14:03 PM | Ask9:14:03 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0340EUR | -22.73% | 0.0160 Bid Size: 12,000 |
0.0350 Ask Size: 12,000 |
Heineken NV | 95.00 - | 6/19/2024 | Call |
Master data
WKN: | HC7MAJ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 95.00 - |
Maturity: | 6/19/2024 |
Issue date: | 6/23/2023 |
Last trading day: | 6/18/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 124.16 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.18 |
Parity: | -0.31 |
Time value: | 0.07 |
Break-even: | 95.74 |
Moneyness: | 0.97 |
Premium: | 0.04 |
Premium p.a.: | 1.56 |
Spread abs.: | 0.03 |
Spread %: | 76.19% |
Delta: | 0.27 |
Theta: | -0.05 |
Omega: | 33.58 |
Rho: | 0.01 |
Quote data
Open: | 0.0440 |
---|---|
High: | 0.0440 |
Low: | 0.0330 |
Previous Close: | 0.0440 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -80.00% | ||
---|---|---|---|
1 Month | -69.09% | ||
3 Months | -59.04% | ||
YTD | -91.90% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1700 | 0.0440 |
---|---|---|
1M High / 1M Low: | 0.3300 | 0.0440 |
6M High / 6M Low: | 0.5000 | 0.0440 |
High (YTD): | 2/8/2024 | 0.5000 |
Low (YTD): | 5/31/2024 | 0.0440 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0856 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1690 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2243 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 386.15% | |
Volatility 6M: | 269.18% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |