UC WAR. CALL 09/24 HNK1/ DE000HC9XPU7 /
2024-06-21 9:46:49 PM | Chg.-0.0700 | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9700EUR | -6.73% | 0.9500 Bid Size: 6,000 |
0.9800 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: | 9.48 |
Leverage: | Yes |
Calculated values
Fair value: | 0.92 |
---|---|
Intrinsic value: | 0.79 |
Implied volatility: | 0.24 |
Historic volatility: | 0.18 |
Parity: | 0.79 |
Time value: | 0.19 |
Break-even: | 94.80 |
Moneyness: | 1.09 |
Premium: | 0.02 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.03 |
Spread %: | 3.16% |
Delta: | 0.82 |
Theta: | -0.02 |
Omega: | 7.75 |
Rho: | 0.16 |
Quote data
Open: | 1.0300 |
---|---|
High: | 1.0300 |
Low: | 0.9600 |
Previous Close: | 1.0400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -13.39% | ||
---|---|---|---|
1 Month | -17.09% | ||
3 Months | +70.18% | ||
YTD | -13.39% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0600 | 0.9400 |
---|---|---|
1M High / 1M Low: | 1.1900 | 0.8100 |
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: | 0.9900 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0317 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9080 | |
Avg. volume 6M: | 9.6000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 148.16% | |
Volatility 6M: | 128.58% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |