UC WAR. CALL 12/24 HNK1/ DE000HC8H9N4 /
| 6/14/2024 9:45:22 PM | Chg.+0.0300 | Bid9:59:22 PM | Ask9:59:22 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9300EUR | +3.33% | 0.9200 Bid Size: 6,000 |
0.9500 Ask Size: 6,000 |
Heineken NV | 90.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC8H9N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 8/7/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.84 |
|---|---|
| Intrinsic value: | 0.46 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | 0.46 |
| Time value: | 0.47 |
| Break-even: | 99.30 |
| Moneyness: | 1.05 |
| Premium: | 0.05 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.03 |
| Spread %: | 3.33% |
| Delta: | 0.70 |
| Theta: | -0.02 |
| Omega: | 7.09 |
| Rho: | 0.29 |
Quote data
| Open: | 0.9000 |
|---|---|
| High: | 0.9500 |
| Low: | 0.9000 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.68% | ||
|---|---|---|---|
| 1 Month | -2.11% | ||
| 3 Months | +102.17% | ||
| YTD | -1.06% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9700 | 0.8800 |
|---|---|---|
| 1M High / 1M Low: | 1.1000 | 0.6700 |
| 6M High / 6M Low: | 1.1000 | 0.3900 |
| High (YTD): | 5/20/2024 | 1.1000 |
| Low (YTD): | 3/21/2024 | 0.3900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8961 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7580 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 139.26% | |
| Volatility 6M: | 122.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
