UC WAR. CALL 12/24 HNK1/ DE000HD0A2Y9 /
| 9/24/2024 3:46:54 PM | Chg.-0.0030 | Bid4:38:32 PM | Ask4:38:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0250EUR | -10.71% | 0.0260 Bid Size: 100,000 |
0.0310 Ask Size: 100,000 |
Heineken NV | 95.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD0A2Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Heineken NV |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 95.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 10/30/2023 |
| Last trading day: | 12/17/2024 |
| 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: | 0.0250 |
| Low: | 0.0070 |
| Previous Close: | 0.0280 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -54.55% | ||
|---|---|---|---|
| 1 Month | -54.55% | ||
| 3 Months | -95.10% | ||
| YTD | -96.32% | ||
| 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): | 2/8/2024 | 0.7900 |
| Low (YTD): | 9/23/2024 | 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: | - |
