UC WAR. CALL 06/24 HNK1/ DE000HD4VTL2 /
| 5/24/2024 9:47:09 PM | Chg.+0.0300 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3700EUR | +8.82% | 0.3500 Bid Size: 10,000 |
0.3800 Ask Size: 10,000 |
Heineken NV | 92.00 - | 6/19/2024 | Call |
Master data
| WKN: | HD4VTL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 92.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 4/22/2024 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 24.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.26 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.18 |
| Parity: | 0.26 |
| Time value: | 0.12 |
| Break-even: | 95.80 |
| Moneyness: | 1.03 |
| Premium: | 0.01 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.03 |
| Spread %: | 8.57% |
| Delta: | 0.72 |
| Theta: | -0.04 |
| Omega: | 17.84 |
| Rho: | 0.04 |
Quote data
| Open: | 0.3400 |
|---|---|
| High: | 0.3700 |
| Low: | 0.3400 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -28.85% | ||
|---|---|---|---|
| 1 Month | +23.33% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5600 | 0.3400 |
|---|---|---|
| 1M High / 1M Low: | 0.5600 | 0.1800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3405 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 257.69% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
