UniCredit Call 90 HEIA 18.09.2024
/ DE000HC9XPV5
UniCredit Call 90 HEIA 18.09.2024/ DE000HC9XPV5 /
2024-06-14 8:47:29 PM |
Chg.+0.020 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
+2.82% |
- Bid Size: - |
- Ask Size: - |
Heineken NV |
90.00 - |
2024-09-18 |
Call |
Master data
WKN: |
HC9XPV |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
2024-09-18 |
Issue date: |
2023-10-17 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.69 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.22 |
Historic volatility: |
0.18 |
Parity: |
0.48 |
Time value: |
0.28 |
Break-even: |
97.60 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
4.11% |
Delta: |
0.73 |
Theta: |
-0.02 |
Omega: |
9.06 |
Rho: |
0.16 |
Quote data
Open: |
0.740 |
High: |
0.740 |
Low: |
0.720 |
Previous Close: |
0.710 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.80% |
1 Month |
|
|
-8.75% |
3 Months |
|
|
+135.48% |
YTD |
|
|
-7.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.690 |
1M High / 1M Low: |
0.900 |
0.470 |
6M High / 6M Low: |
0.930 |
0.250 |
High (YTD): |
2024-02-08 |
0.930 |
Low (YTD): |
2024-03-21 |
0.250 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.724 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.695 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.593 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.75% |
Volatility 6M: |
|
159.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |