UC WAR. CALL 06/24 HNK1/ DE000HC9AA88 /
| 16/05/2024 11:46:54 | Chg.- | Bid12:44:15 | Ask16/05/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0400EUR | - | 1.0500 Bid Size: 35,000 |
- Ask Size: 35,000 |
Heineken NV | 85.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC9AA8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 18/09/2023 |
| Last trading day: | 16/05/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.03 |
|---|---|
| Intrinsic value: | 1.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.18 |
| Parity: | 1.00 |
| Time value: | 0.04 |
| Break-even: | 95.40 |
| Moneyness: | 1.12 |
| Premium: | 0.00 |
| Premium p.a.: | 0.06 |
| Spread abs.: | -0.01 |
| Spread %: | -0.95% |
| Delta: | 0.95 |
| Theta: | -0.02 |
| Omega: | 8.64 |
| Rho: | 0.06 |
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 | +50.72% | ||
| 3 Months | +57.58% | ||
| YTD | +2.97% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0400 | 1.0400 |
|---|---|---|
| 1M High / 1M Low: | 1.0400 | 0.6100 |
| 6M High / 6M Low: | 1.2100 | 0.2900 |
| High (YTD): | 08/02/2024 | 1.2100 |
| Low (YTD): | 21/03/2024 | 0.2900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8088 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7257 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 136.09% | |
| Volatility 6M: | 162.34% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
