UniCredit Call 90 HEIA 19.06.2024
/ DE000HC7DZT4
UniCredit Call 90 HEIA 19.06.2024/ DE000HC7DZT4 /
| 2024-05-24 7:34:31 PM |
Chg.+0.020 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+3.92% |
0.520
Bid Size: 6,000 |
0.550
Ask Size: 6,000 |
Heineken NV |
90.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC7DZT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-06-16 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.46 |
| Time value: |
0.09 |
| Break-even: |
95.50 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
13.85 |
| Rho: |
0.05 |
Quote data
| Open: |
0.510 |
| High: |
0.550 |
| Low: |
0.510 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.19% |
| 1 Month |
|
|
+29.27% |
| 3 Months |
|
|
+47.22% |
| YTD |
|
|
-20.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.510 |
| 1M High / 1M Low: |
0.730 |
0.260 |
| 6M High / 6M Low: |
0.810 |
0.120 |
| High (YTD): |
2024-02-08 |
0.810 |
| Low (YTD): |
2024-03-21 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.471 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.429 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.89% |
| Volatility 6M: |
|
211.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
