UniCredit Call 85 HEIA 18.09.2024
/ DE000HC9XPU7
UniCredit Call 85 HEIA 18.09.2024/ DE000HC9XPU7 /
| 2024-05-17 7:25:08 PM |
Chg.+0.080 |
Bid9:59:03 PM |
Ask9:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+6.67% |
1.290
Bid Size: 4,000 |
1.320
Ask Size: 4,000 |
Heineken NV |
85.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XPU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
1.03 |
| Time value: |
0.18 |
| Break-even: |
97.10 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
2.54% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
6.95 |
| Rho: |
0.24 |
Quote data
| Open: |
1.220 |
| High: |
1.280 |
| Low: |
1.220 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.63% |
| 1 Month |
|
|
+116.95% |
| 3 Months |
|
|
+64.10% |
| YTD |
|
|
+15.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
1.070 |
| 1M High / 1M Low: |
1.200 |
0.590 |
| 6M High / 6M Low: |
1.290 |
0.450 |
| High (YTD): |
2024-02-08 |
1.290 |
| Low (YTD): |
2024-03-21 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.914 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.841 |
| Avg. volume 6M: |
|
9.677 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.73% |
| Volatility 6M: |
|
126.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
