UC WAR. CALL 06/24 HNK1/ DE000HD4VTL2 /
| 23/05/2024 09:46:51 | Chg.-0.0100 | Bid10:02:52 | Ask10:02:52 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -2.50% | 0.3800 Bid Size: 45,000 |
0.3900 Ask Size: 45,000 |
Heineken NV | 92.00 - | 19/06/2024 | Call |
Master data
| WKN: | HD4VTL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 92.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 22/04/2024 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 22.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.30 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | 0.30 |
| Time value: | 0.12 |
| Break-even: | 96.20 |
| Moneyness: | 1.03 |
| Premium: | 0.01 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.03 |
| Spread %: | 7.69% |
| Delta: | 0.73 |
| Theta: | -0.04 |
| Omega: | 16.57 |
| Rho: | 0.05 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3900 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.36% | ||
|---|---|---|---|
| 1 Month | +44.44% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5600 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | 0.5600 | 0.1800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3333 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 249.57% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
