UC WAR. CALL 06/24 HNK1/ DE000HC9AA88 /
2024-05-16 11:46:54 AM | Chg.- | Bid12:44:15 PM | Ask2024-05-16 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0400EUR | - | 1.0500 Bid Size: 35,000 |
- Ask Size: 35,000 |
Heineken NV | 85.00 - | 2024-06-19 | Call |
Master data
WKN: | HC9AA8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 85.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-09-18 |
Last trading day: | 2024-05-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 9.10 |
Leverage: | Yes |
Calculated values
Fair value: | 0.98 |
---|---|
Intrinsic value: | 0.96 |
Implied volatility: | 0.37 |
Historic volatility: | 0.18 |
Parity: | 0.96 |
Time value: | 0.08 |
Break-even: | 95.40 |
Moneyness: | 1.11 |
Premium: | 0.01 |
Premium p.a.: | 0.13 |
Spread abs.: | -0.01 |
Spread %: | -0.95% |
Delta: | 0.88 |
Theta: | -0.04 |
Omega: | 7.99 |
Rho: | 0.05 |
Quote data
Open: | 1.0200 |
---|---|
High: | 1.0400 |
Low: | 1.0200 |
Previous Close: | 1.0200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +31.65% | ||
3 Months | +57.58% | ||
YTD | +2.97% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 1.0400 | 0.6100 |
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: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 0.8193 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7293 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 140.57% | |
Volatility 6M: | 163.46% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |