UC WAR. CALL 09/24 HNK1/ DE000HC9XPW3 /
| 6/18/2024 11:45:15 AM | Chg.-0.0100 | Bid12:44:05 PM | Ask12:44:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | -5.00% | 0.1700 Bid Size: 90,000 |
0.1800 Ask Size: 90,000 |
Heineken NV | 100.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9XPW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 40.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.18 |
| Parity: | -0.61 |
| Time value: | 0.23 |
| Break-even: | 102.30 |
| Moneyness: | 0.94 |
| Premium: | 0.09 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.03 |
| Spread %: | 15.00% |
| Delta: | 0.34 |
| Theta: | -0.02 |
| Omega: | 13.88 |
| Rho: | 0.07 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2000 |
| Low: | 0.1900 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -38.71% | ||
| 3 Months | +118.39% | ||
| YTD | -47.22% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2400 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.3400 | 0.1300 |
| 6M High / 6M Low: | 0.4100 | 0.0780 |
| High (YTD): | 2/8/2024 | 0.4100 |
| Low (YTD): | 3/21/2024 | 0.0780 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2119 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2218 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 271.25% | |
| Volatility 6M: | 205.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
