UniCredit Call 105 HEIA 18.12.2024
/ DE000HC9AA96
UniCredit Call 105 HEIA 18.12.202.../ DE000HC9AA96 /
| 2024-06-04 9:03:02 PM |
Chg.-0.010 |
Bid2024-06-04 |
Ask2024-06-04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-6.25% |
0.150
Bid Size: 12,000 |
0.170
Ask Size: 12,000 |
Heineken NV |
105.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC9AA9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
50.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-1.38 |
| Time value: |
0.18 |
| Break-even: |
106.80 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
20.00% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
12.03 |
| Rho: |
0.11 |
Quote data
| Open: |
0.140 |
| High: |
0.160 |
| Low: |
0.140 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
+7.14% |
| YTD |
|
|
-54.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.160 |
| 1M High / 1M Low: |
0.320 |
0.160 |
| 6M High / 6M Low: |
0.370 |
0.080 |
| High (YTD): |
2024-02-08 |
0.370 |
| Low (YTD): |
2024-03-21 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.232 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.217 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.95% |
| Volatility 6M: |
|
172.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
