UniCredit Call 85 HEIA 18.12.2024
/ DE000HD3B837
UniCredit Call 85 HEIA 18.12.2024/ DE000HD3B837 /
| 19/06/2024 16:38:36 |
Chg.0.000 |
Bid17:06:21 |
Ask17:06:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
0.00% |
1.110
Bid Size: 50,000 |
1.120
Ask Size: 50,000 |
Heineken NV |
85.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD3B83 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.75 |
| Time value: |
0.38 |
| Break-even: |
96.30 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
2.73% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
6.22 |
| Rho: |
0.29 |
Quote data
| Open: |
1.080 |
| High: |
1.120 |
| Low: |
1.080 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.78% |
| 1 Month |
|
|
-22.38% |
| 3 Months |
|
|
+79.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.110 |
| 1M High / 1M Low: |
1.450 |
0.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
