UC WAR. CALL 12/24 HNK1/ DE000HD0A2Y9 /
| 2024-06-21 9:46:42 PM | Chg.-0.0400 | Bid9:58:59 PM | Ask9:58:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5300EUR | -7.02% | - Bid Size: 10,000 |
- Ask Size: 10,000 |
Heineken NV | 95.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD0A2Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 95.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-30 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 17.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.44 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.18 |
| Parity: | -0.21 |
| Time value: | 0.54 |
| Break-even: | 100.40 |
| Moneyness: | 0.98 |
| Premium: | 0.08 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.03 |
| Spread %: | 5.88% |
| Delta: | 0.52 |
| Theta: | -0.02 |
| Omega: | 8.93 |
| Rho: | 0.21 |
Quote data
| Open: | 0.5700 |
|---|---|
| High: | 0.5700 |
| Low: | 0.5300 |
| Previous Close: | 0.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.19% | ||
|---|---|---|---|
| 1 Month | -19.70% | ||
| 3 Months | +70.97% | ||
| YTD | -22.06% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5900 | 0.5200 |
|---|---|---|
| 1M High / 1M Low: | 0.6600 | 0.4300 |
| 6M High / 6M Low: | 0.7900 | 0.2400 |
| High (YTD): | 2024-02-08 | 0.7900 |
| Low (YTD): | 2024-03-21 | 0.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5661 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5167 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 163.81% | |
| Volatility 6M: | 141.50% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
