UC WAR. CALL 06/24 HNK1/ DE000HC9AA88 /
| 2024-05-10 9:46:47 PM | Chg.+0.0300 | Bid9:59:15 PM | Ask9:59:15 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9400EUR | +3.30% | 0.9300 Bid Size: 4,000 |
0.9600 Ask Size: 4,000 |
Heineken NV | 85.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC9AA8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-09-18 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.92 |
|---|---|
| Intrinsic value: | 0.88 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.18 |
| Parity: | 0.88 |
| Time value: | 0.08 |
| Break-even: | 94.60 |
| Moneyness: | 1.10 |
| Premium: | 0.01 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 3.23% |
| Delta: | 0.88 |
| Theta: | -0.03 |
| Omega: | 8.63 |
| Rho: | 0.08 |
Quote data
| Open: | 0.9200 |
|---|---|
| High: | 0.9400 |
| Low: | 0.9200 |
| Previous Close: | 0.9100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +38.24% | ||
|---|---|---|---|
| 1 Month | +88.00% | ||
| 3 Months | -19.66% | ||
| YTD | -6.93% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9400 | 0.6100 |
|---|---|---|
| 1M High / 1M Low: | 0.9400 | 0.4300 |
| 6M High / 6M Low: | 1.2100 | 0.2900 |
| High (YTD): | 2024-02-08 | 1.2100 |
| Low (YTD): | 2024-03-21 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6605 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7057 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 171.71% | |
| Volatility 6M: | 164.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
