UniCredit Call 105 HEIA 18.09.2024
/ DE000HD0TUG2
UniCredit Call 105 HEIA 18.09.202.../ DE000HD0TUG2 /
| 11/06/2024 15:07:25 |
Chg.-0.017 |
Bid15:21:12 |
Ask15:21:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.083EUR |
-17.00% |
0.085
Bid Size: 90,000 |
0.092
Ask Size: 90,000 |
Heineken NV |
105.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD0TUG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
20/11/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
72.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-1.02 |
| Time value: |
0.13 |
| Break-even: |
106.30 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.03 |
| Spread %: |
30.00% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
16.23 |
| Rho: |
0.05 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.083 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.75% |
| 1 Month |
|
|
-30.83% |
| 3 Months |
|
|
+38.33% |
| YTD |
|
|
-62.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.051 |
| 1M High / 1M Low: |
0.170 |
0.051 |
| 6M High / 6M Low: |
0.250 |
0.036 |
| High (YTD): |
08/02/2024 |
0.250 |
| Low (YTD): |
21/03/2024 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.106 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.124 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
403.74% |
| Volatility 6M: |
|
274.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
