UniCredit Call 85 HEIA 18.12.2024
/ DE000HD3B837
UniCredit Call 85 HEIA 18.12.2024/ DE000HD3B837 /
| 9/19/2024 7:29:31 PM |
Chg.+0.020 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+10.53% |
0.200
Bid Size: 15,000 |
0.230
Ask Size: 15,000 |
Heineken NV |
85.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD3B83 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
38.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-0.46 |
| Time value: |
0.21 |
| Break-even: |
87.10 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
16.67% |
| Delta: |
0.36 |
| Theta: |
-0.02 |
| Omega: |
13.77 |
| Rho: |
0.07 |
Quote data
| Open: |
0.210 |
| High: |
0.220 |
| Low: |
0.200 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
+5.00% |
| 3 Months |
|
|
-82.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.190 |
| 1M High / 1M Low: |
0.320 |
0.190 |
| 6M High / 6M Low: |
1.450 |
0.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.777 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.61% |
| Volatility 6M: |
|
151.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
