UniCredit Call 90 HEIA 19.06.2024
/ DE000HC7DZT4
UniCredit Call 90 HEIA 19.06.2024/ DE000HC7DZT4 /
| 2024-05-10 7:33:19 PM |
Chg.+0.020 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+4.26% |
0.490
Bid Size: 8,000 |
0.520
Ask Size: 8,000 |
Heineken NV |
90.00 EUR |
2024-06-19 |
Call |
Master data
| WKN: |
HC7DZT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-06-16 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
0.38 |
| Time value: |
0.14 |
| Break-even: |
95.20 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
13.45 |
| Rho: |
0.07 |
Quote data
| Open: |
0.480 |
| High: |
0.500 |
| Low: |
0.480 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.06% |
| 1 Month |
|
|
+122.73% |
| 3 Months |
|
|
-31.94% |
| YTD |
|
|
-26.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.260 |
| 1M High / 1M Low: |
0.490 |
0.180 |
| 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: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.407 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.83% |
| Volatility 6M: |
|
212.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
