UniCredit Call 85 HEIA 18.06.2025
/ DE000HD3B845
UniCredit Call 85 HEIA 18.06.2025/ DE000HD3B845 /
| 2024-06-14 9:24:51 AM |
Chg.+0.03 |
Bid12:32:37 PM |
Ask12:32:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
+2.03% |
1.48
Bid Size: 45,000 |
1.49
Ask Size: 45,000 |
Heineken NV |
85.00 - |
2025-06-18 |
Call |
Master data
| WKN: |
HD3B84 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.96 |
| Time value: |
0.55 |
| Break-even: |
100.10 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
2.03% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
4.96 |
| Rho: |
0.60 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.42% |
| 1 Month |
|
|
+2.03% |
| 3 Months |
|
|
+65.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.46 |
| 1M High / 1M Low: |
1.67 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
