UniCredit Call 85 HEIA 19.06.2024
/ DE000HC9AA88
UniCredit Call 85 HEIA 19.06.2024/ DE000HC9AA88 /
| 10/05/2024 21:20:58 |
Chg.+0.030 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+3.30% |
-
Bid Size: - |
-
Ask Size: - |
Heineken NV |
85.00 EUR |
19/06/2024 |
Call |
Master data
| WKN: |
HC9AA8 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
19/06/2024 |
| Issue date: |
18/09/2023 |
| Last trading day: |
18/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
0.88 |
| Time value: |
0.08 |
| Break-even: |
94.60 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
3.23% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
8.63 |
| Rho: |
0.08 |
Quote data
| Open: |
0.930 |
| High: |
0.940 |
| Low: |
0.920 |
| Previous Close: |
0.910 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.30% |
| 1 Month |
|
|
+88.00% |
| 3 Months |
|
|
-19.66% |
| YTD |
|
|
-6.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.610 |
| 1M High / 1M Low: |
0.940 |
0.420 |
| 6M High / 6M Low: |
1.210 |
0.280 |
| High (YTD): |
08/02/2024 |
1.210 |
| Low (YTD): |
21/03/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.653 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.698 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.87% |
| Volatility 6M: |
|
169.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
