UC WAR. CALL 12/24 HNK1/ DE000HD03208 /
| 6/7/2024 7:46:52 PM | Chg.-0.0400 | Bid8:21:00 PM | Ask8:21:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6500EUR | -2.37% | 1.6500 Bid Size: 6,000 |
1.6700 Ask Size: 6,000 |
Heineken NV | 80.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD0320 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.66 |
|---|---|
| Intrinsic value: | 1.47 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.18 |
| Parity: | 1.47 |
| Time value: | 0.24 |
| Break-even: | 97.10 |
| Moneyness: | 1.18 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.03 |
| Spread %: | 1.79% |
| Delta: | 0.89 |
| Theta: | -0.01 |
| Omega: | 4.92 |
| Rho: | 0.36 |
Quote data
| Open: | 1.6900 |
|---|---|
| High: | 1.6900 |
| Low: | 1.6400 |
| Previous Close: | 1.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.24% | ||
|---|---|---|---|
| 1 Month | +17.86% | ||
| 3 Months | +48.65% | ||
| YTD | +3.77% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6900 | 1.3800 |
|---|---|---|
| 1M High / 1M Low: | 1.9000 | 1.3800 |
| 6M High / 6M Low: | 1.9000 | 0.8900 |
| High (YTD): | 5/20/2024 | 1.9000 |
| Low (YTD): | 3/21/2024 | 0.8900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6357 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3972 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.70% | |
| Volatility 6M: | 89.86% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
