UniCredit Call 90 HEIA 18.09.2024
/ DE000HC9XPV5
UniCredit Call 90 HEIA 18.09.2024/ DE000HC9XPV5 /
| 17/05/2024 16:52:05 |
Chg.+0.060 |
Bid17:36:40 |
Ask17:36:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+7.41% |
0.880
Bid Size: 12,000 |
0.900
Ask Size: 12,000 |
Heineken NV |
90.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9XPV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.53 |
| Time value: |
0.29 |
| Break-even: |
98.20 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
3.80% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
8.74 |
| Rho: |
0.22 |
Quote data
| Open: |
0.820 |
| High: |
0.870 |
| Low: |
0.820 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.29% |
| 1 Month |
|
|
+148.57% |
| 3 Months |
|
|
+70.59% |
| YTD |
|
|
+10.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.700 |
| 1M High / 1M Low: |
0.810 |
0.350 |
| 6M High / 6M Low: |
0.930 |
0.250 |
| High (YTD): |
08/02/2024 |
0.930 |
| Low (YTD): |
21/03/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.585 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.558 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.90% |
| Volatility 6M: |
|
150.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
