UC WAR. CALL 12/24 HNK1/ DE000HD0A2Y9 /
24/09/2024 13:45:45 | Chg.-0.0040 | Bid24/09/2024 | Ask24/09/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0240EUR | -14.29% | 0.0240 Bid Size: 100,000 |
0.0290 Ask Size: 100,000 |
Heineken NV | 95.00 - | 18/12/2024 | Call |
Master data
WKN: | HD0A2Y |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Heineken NV |
Type: | Warrant |
Option type: | Call |
Strike price: | 95.00 - |
Maturity: | 18/12/2024 |
Issue date: | 30/10/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 196.30 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.19 |
Parity: | -1.65 |
Time value: | 0.04 |
Break-even: | 95.40 |
Moneyness: | 0.83 |
Premium: | 0.21 |
Premium p.a.: | 1.31 |
Spread abs.: | 0.03 |
Spread %: | 207.69% |
Delta: | 0.09 |
Theta: | -0.01 |
Omega: | 17.55 |
Rho: | 0.02 |
Quote data
Open: | 0.0070 |
---|---|
High: | 0.0240 |
Low: | 0.0070 |
Previous Close: | 0.0280 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -56.36% | ||
---|---|---|---|
1 Month | -56.36% | ||
3 Months | -95.29% | ||
YTD | -96.47% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0550 | 0.0280 |
---|---|---|
1M High / 1M Low: | 0.0680 | 0.0280 |
6M High / 6M Low: | 0.7800 | 0.0280 |
High (YTD): | 08/02/2024 | 0.7900 |
Low (YTD): | 23/09/2024 | 0.0280 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0422 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0577 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3347 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 158.42% | |
Volatility 6M: | 171.28% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |