UC WAR. CALL 06/24 HNK1/ DE000HD43EZ3 /
| 5/21/2024 11:45:33 AM | Chg.- | Bid12:01:12 PM | Ask5/21/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8500EUR | - | 0.8500 Bid Size: 35,000 |
- Ask Size: 35,000 |
Heineken NV | 88.00 - | 6/19/2024 | Call |
Master data
| WKN: | HD43EZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 88.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 3/25/2024 |
| Last trading day: | 5/21/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.69 |
|---|---|
| Intrinsic value: | 0.66 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.18 |
| Parity: | 0.66 |
| Time value: | 0.20 |
| Break-even: | 96.60 |
| Moneyness: | 1.08 |
| Premium: | 0.02 |
| Premium p.a.: | 0.36 |
| Spread abs.: | -0.01 |
| Spread %: | -1.15% |
| Delta: | 0.75 |
| Theta: | -0.08 |
| Omega: | 8.28 |
| Rho: | 0.04 |
Quote data
| Open: | 0.9000 |
|---|---|
| High: | 0.9000 |
| Low: | 0.8500 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.41% | ||
|---|---|---|---|
| 1 Month | +80.85% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9200 | 0.8500 |
|---|---|---|
| 1M High / 1M Low: | 0.9200 | 0.3900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8850 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6253 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 161.86% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
