UC WAR. CALL 09/24 HNK1/ DE000HD0NR16 /
| 2024-05-24 9:45:19 PM | Chg.+0.0200 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4400EUR | +4.76% | 0.4300 Bid Size: 8,000 |
0.4600 Ask Size: 8,000 |
Heineken NV | 95.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD0NR1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 95.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-13 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.41 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.18 |
| Parity: | -0.04 |
| Time value: | 0.46 |
| Break-even: | 99.60 |
| Moneyness: | 1.00 |
| Premium: | 0.05 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.03 |
| Spread %: | 6.98% |
| Delta: | 0.55 |
| Theta: | -0.02 |
| Omega: | 11.32 |
| Rho: | 0.15 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.4400 |
| Low: | 0.4200 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.00% | ||
|---|---|---|---|
| 1 Month | +18.92% | ||
| 3 Months | +41.94% | ||
| YTD | -20.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5800 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.5800 | 0.2700 |
| 6M High / 6M Low: | 0.6400 | 0.1500 |
| High (YTD): | 2024-02-08 | 0.6400 |
| Low (YTD): | 2024-03-21 | 0.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4105 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3692 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 162.20% | |
| Volatility 6M: | 169.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
