UniCredit Call 120 HEIA 18.12.2024
/ DE000HC7MAM3
UniCredit Call 120 HEIA 18.12.202.../ DE000HC7MAM3 /
| 6/4/2024 12:43:52 PM |
Chg.+0.002 |
Bid6/4/2024 |
Ask6/4/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
+5.71% |
0.037
Bid Size: 90,000 |
0.043
Ask Size: 90,000 |
Heineken NV |
120.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HC7MAM |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
6/23/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
157.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-2.88 |
| Time value: |
0.06 |
| Break-even: |
120.58 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.03 |
| Spread %: |
123.08% |
| Delta: |
0.09 |
| Theta: |
-0.01 |
| Omega: |
13.40 |
| Rho: |
0.04 |
Quote data
| Open: |
0.033 |
| High: |
0.037 |
| Low: |
0.033 |
| Previous Close: |
0.035 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.57% |
| 1 Month |
|
|
-11.90% |
| 3 Months |
|
|
-2.63% |
| YTD |
|
|
-66.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.046 |
0.035 |
| 1M High / 1M Low: |
0.078 |
0.035 |
| 6M High / 6M Low: |
0.120 |
0.017 |
| High (YTD): |
1/9/2024 |
0.120 |
| Low (YTD): |
3/22/2024 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.060 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.76% |
| Volatility 6M: |
|
227.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
