UC WAR. CALL 09/24 HNK1/ DE000HD0TUG2 /
16/05/2024 21:47:16 | Chg.- | Bid21:59:11 | Ask21:59:11 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1400EUR | - | 0.1300 Bid Size: 12,000 |
0.1600 Ask Size: 12,000 |
Heineken NV | 105.00 - | 18/09/2024 | Call |
Master data
WKN: | HD0TUG |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 105.00 - |
Maturity: | 18/09/2024 |
Issue date: | 20/11/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 59.29 |
Leverage: | Yes |
Calculated values
Fair value: | 0.12 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.18 |
Parity: | -1.01 |
Time value: | 0.16 |
Break-even: | 106.60 |
Moneyness: | 0.90 |
Premium: | 0.12 |
Premium p.a.: | 0.41 |
Spread abs.: | 0.03 |
Spread %: | 23.08% |
Delta: | 0.25 |
Theta: | -0.02 |
Omega: | 14.80 |
Rho: | 0.08 |
Quote data
Open: | 0.1300 |
---|---|
High: | 0.1400 |
Low: | 0.1300 |
Previous Close: | 0.1300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.69% | ||
---|---|---|---|
1 Month | +105.88% | ||
3 Months | +27.27% | ||
YTD | -39.13% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1400 | 0.1300 |
---|---|---|
1M High / 1M Low: | 0.1400 | 0.0680 |
6M High / 6M Low: | - | - |
High (YTD): | 08/02/2024 | 0.2600 |
Low (YTD): | 21/03/2024 | 0.0470 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1055 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 238.78% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |