UniCredit Call 90 HEIA 18.09.2024
/ DE000HC9XPV5
UniCredit Call 90 HEIA 18.09.2024/ DE000HC9XPV5 /
| 2024-06-14 5:28:08 PM |
Chg.+0.040 |
Bid2024-06-14 |
Ask2024-06-14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+5.80% |
-
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: |
12.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.46 |
| Time value: |
0.27 |
| Break-even: |
97.30 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
4.29% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
9.36 |
| Rho: |
0.16 |
Quote data
| Open: |
0.710 |
| High: |
0.760 |
| Low: |
0.690 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.80% |
| 1 Month |
|
|
+1.39% |
| 3 Months |
|
|
+121.21% |
| YTD |
|
|
-7.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.680 |
| 1M High / 1M Low: |
0.900 |
0.460 |
| 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: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.698 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.595 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.13% |
| Volatility 6M: |
|
160.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
