UniCredit Call 85 HEIA 19.03.2025/  DE000HD43F02  /

Frankfurt Zert./HVB
5/17/2024  7:36:49 PM Chg.+0.070 Bid9:59:03 PM Ask9:59:03 PM Underlying Strike price Expiration date Option type
1.560EUR +4.70% 1.570
Bid Size: 6,000
1.600
Ask Size: 6,000
Heineken NV 85.00 - 3/19/2025 Call
 

Master data

WKN: HD43F0
Issuer: UniCredit
Currency: EUR
Underlying: Heineken NV
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 3/19/2025
Issue date: 3/25/2024
Last trading day: 3/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.36
Leverage: Yes

Calculated values

Fair value: 1.45
Intrinsic value: 1.03
Implied volatility: 0.20
Historic volatility: 0.18
Parity: 1.03
Time value: 0.47
Break-even: 100.00
Moneyness: 1.12
Premium: 0.05
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 2.04%
Delta: 0.81
Theta: -0.01
Omega: 5.17
Rho: 0.52
 

Quote data

Open: 1.500
High: 1.560
Low: 1.500
Previous Close: 1.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.87%
1 Month  
+77.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.490 1.370
1M High / 1M Low: 1.490 0.880
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.418
Avg. volume 1W:   0.000
Avg. price 1M:   1.210
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -