UC WAR. CALL 06/25 HNK1/ DE000HD1EDF0 /
| 07/06/2024 21:45:25 | Chg.-0.0300 | Bid21:59:07 | Ask21:59:07 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1200EUR | -2.61% | 1.1100 Bid Size: 6,000 |
1.1400 Ask Size: 6,000 |
Heineken NV | 90.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD1EDF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.29 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.11 |
|---|---|
| Intrinsic value: | 0.45 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.18 |
| Parity: | 0.45 |
| Time value: | 0.69 |
| Break-even: | 101.40 |
| Moneyness: | 1.05 |
| Premium: | 0.07 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.03 |
| Spread %: | 2.70% |
| Delta: | 0.71 |
| Theta: | -0.01 |
| Omega: | 5.89 |
| Rho: | 0.57 |
Quote data
| Open: | 1.1500 |
|---|---|
| High: | 1.1500 |
| Low: | 1.1100 |
| Previous Close: | 1.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.13% | ||
|---|---|---|---|
| 1 Month | +0.90% | ||
| 3 Months | +57.75% | ||
| YTD | -0.89% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1500 | 0.9100 |
|---|---|---|
| 1M High / 1M Low: | 1.3400 | 0.9100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 20/05/2024 | 1.3400 |
| Low (YTD): | 21/03/2024 | 0.5800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1318 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 100.11% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
