UC WAR. CALL 09/24 HNK1/ DE000HD5HMV2 /
| 2024-06-20 9:46:44 PM | Chg.+0.0700 | Bid9:59:02 PM | Ask9:59:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5400EUR | +14.89% | 0.5100 Bid Size: 8,000 |
0.5400 Ask Size: 8,000 |
Heineken NV | 92.00 - | 2024-09-18 | Call |
Master data
| WKN: | HD5HMV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 92.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-05-13 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.40 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.18 |
| Parity: | 0.07 |
| Time value: | 0.42 |
| Break-even: | 96.90 |
| Moneyness: | 1.01 |
| Premium: | 0.05 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.03 |
| Spread %: | 6.52% |
| Delta: | 0.58 |
| Theta: | -0.03 |
| Omega: | 10.98 |
| Rho: | 0.12 |
Quote data
| Open: | 0.4700 |
|---|---|
| High: | 0.5400 |
| Low: | 0.4700 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.90% | ||
|---|---|---|---|
| 1 Month | -30.77% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6100 | 0.4700 |
|---|---|---|
| 1M High / 1M Low: | 0.7800 | 0.3800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5552 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 205.91% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
