UC WAR. CALL 09/24 HNK1/ DE000HC9XPU7 /
| 5/21/2024 9:46:08 PM | Chg.-0.0300 | Bid9:59:00 PM | Ask9:59:00 PM | 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 - | 9/18/2024 | Call |
Master data
| WKN: | HC9XPU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| 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): | 5/20/2024 | 1.3300 |
| Low (YTD): | 3/21/2024 | 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: | - |
