UC WAR. CALL 09/24 HNK1/ DE000HC9XPU7 /
| 2024-05-24 9:45:47 PM | Chg.+0.0400 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1400EUR | +3.64% | 1.1300 Bid Size: 6,000 |
1.1600 Ask Size: 6,000 |
Heineken NV | 85.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XPU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.11 |
|---|---|
| Intrinsic value: | 0.96 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | 0.96 |
| Time value: | 0.20 |
| Break-even: | 96.60 |
| Moneyness: | 1.11 |
| Premium: | 0.02 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.03 |
| Spread %: | 2.65% |
| Delta: | 0.85 |
| Theta: | -0.02 |
| Omega: | 6.91 |
| Rho: | 0.22 |
Quote data
| Open: | 1.1000 |
|---|---|
| High: | 1.1400 |
| Low: | 1.1000 |
| Previous Close: | 1.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.63% | ||
|---|---|---|---|
| 1 Month | +20.00% | ||
| 3 Months | +44.30% | ||
| YTD | +1.79% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3300 | 1.1000 |
|---|---|---|
| 1M High / 1M Low: | 1.3300 | 0.8000 |
| 6M High / 6M Low: | 1.3300 | 0.4500 |
| High (YTD): | 2024-05-20 | 1.3300 |
| Low (YTD): | 2024-03-21 | 0.4500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0486 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8781 | |
| Avg. volume 6M: | 9.6774 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.81% | |
| Volatility 6M: | 121.44% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
