UC WAR. CALL 09/24 HNK1/ DE000HD0NR16 /
| 2024-06-21 9:45:24 PM | Chg.-0.0400 | Bid9:58:59 PM | Ask9:58:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3400EUR | -10.53% | - Bid Size: 10,000 |
- Ask Size: 10,000 |
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: | 26.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | -0.21 |
| Time value: | 0.35 |
| Break-even: | 98.50 |
| Moneyness: | 0.98 |
| Premium: | 0.06 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.03 |
| Spread %: | 9.38% |
| Delta: | 0.47 |
| Theta: | -0.03 |
| Omega: | 12.58 |
| Rho: | 0.10 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.3800 |
| Low: | 0.3400 |
| Previous Close: | 0.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.73% | ||
|---|---|---|---|
| 1 Month | -27.66% | ||
| 3 Months | +70.00% | ||
| YTD | -38.18% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3900 | 0.3300 |
|---|---|---|
| 1M High / 1M Low: | 0.4700 | 0.2600 |
| 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: | 0.3540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3757 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3680 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 226.93% | |
| Volatility 6M: | 184.25% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
