UC WAR. CALL 12/24 HNK1/ DE000HC7MAL5 /
| 6/3/2024 1:45:42 PM | Chg.0.0000 | Bid2:49:59 PM | Ask2:49:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | 0.00% | 0.1100 Bid Size: 90,000 |
0.1200 Ask Size: 90,000 |
Heineken NV | 110.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7MAL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 70.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | -1.81 |
| Time value: | 0.13 |
| Break-even: | 111.30 |
| Moneyness: | 0.84 |
| Premium: | 0.21 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.03 |
| Spread %: | 30.00% |
| Delta: | 0.18 |
| Theta: | -0.01 |
| Omega: | 12.52 |
| Rho: | 0.08 |
Quote data
| Open: | 0.1100 |
|---|---|
| High: | 0.1100 |
| Low: | 0.1100 |
| Previous Close: | 0.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -31.25% | ||
|---|---|---|---|
| 1 Month | -8.33% | ||
| 3 Months | +44.74% | ||
| YTD | -54.17% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | 0.2100 | 0.1100 |
| 6M High / 6M Low: | 0.2600 | 0.0600 |
| High (YTD): | 2/8/2024 | 0.2600 |
| Low (YTD): | 3/21/2024 | 0.0600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1533 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1500 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 159.63% | |
| Volatility 6M: | 162.91% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
