UC WAR. CALL 09/24 HNK1/ DE000HC9XPU7 /
21/05/2024 21:46:08 | Chg.-0.0300 | Bid21:59:00 | Ask21:59:00 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3000EUR | -2.26% | 1.2800 Bid Size: 4,000 |
1.3100 Ask Size: 4,000 |
Heineken NV | 85.00 - | 18/09/2024 | Call |
Master data
WKN: | HC9XPU |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 85.00 - |
Maturity: | 18/09/2024 |
Issue date: | 17/10/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.22 |
Leverage: | Yes |
Calculated values
Fair value: | 1.31 |
---|---|
Intrinsic value: | 1.17 |
Implied volatility: | 0.21 |
Historic volatility: | 0.18 |
Parity: | 1.17 |
Time value: | 0.17 |
Break-even: | 98.40 |
Moneyness: | 1.14 |
Premium: | 0.02 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.03 |
Spread %: | 2.29% |
Delta: | 0.89 |
Theta: | -0.02 |
Omega: | 6.43 |
Rho: | 0.24 |
Quote data
Open: | 1.3100 |
---|---|
High: | 1.3100 |
Low: | 1.2700 |
Previous Close: | 1.3300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +13.04% | ||
---|---|---|---|
1 Month | +46.07% | ||
3 Months | +60.49% | ||
YTD | +16.07% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3300 | 1.1500 |
---|---|---|
1M High / 1M Low: | 1.3300 | 0.8000 |
6M High / 6M Low: | 1.3300 | 0.4500 |
High (YTD): | 20/05/2024 | 1.3300 |
Low (YTD): | 21/03/2024 | 0.4500 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0133 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8660 | |
Avg. volume 6M: | 9.6774 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 89.24% | |
Volatility 6M: | 120.61% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |