UniCredit Call 90 HEIA 18.06.2025
/ DE000HD1EDF0
UniCredit Call 90 HEIA 18.06.2025/ DE000HD1EDF0 /
| 03/06/2024 15:29:14 |
Chg.-0.060 |
Bid15:56:49 |
Ask15:56:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-6.06% |
0.940
Bid Size: 60,000 |
0.950
Ask Size: 60,000 |
Heineken NV |
90.00 - |
18/06/2025 |
Call |
Master data
| WKN: |
HD1EDF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
18/06/2025 |
| Issue date: |
27/12/2023 |
| Last trading day: |
17/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.19 |
| Time value: |
0.84 |
| Break-even: |
100.30 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
3.00% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
5.82 |
| Rho: |
0.52 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.920 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.83% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+45.31% |
| YTD |
|
|
-17.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.970 |
| 1M High / 1M Low: |
1.310 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
20/05/2024 |
1.310 |
| Low (YTD): |
21/03/2024 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.112 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
