UniCredit Call 90 HEIA 19.06.2024
/ DE000HC7DZT4
UniCredit Call 90 HEIA 19.06.2024/ DE000HC7DZT4 /
| 5/24/2024 6:21:44 PM |
Chg.+0.060 |
Bid5/24/2024 |
Ask5/24/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+12.77% |
0.530
Bid Size: 10,000 |
0.550
Ask Size: 10,000 |
Heineken NV |
90.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HC7DZT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
6/16/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
0.45 |
| Time value: |
0.05 |
| Break-even: |
95.00 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
6.38% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
16.41 |
| Rho: |
0.05 |
Quote data
| Open: |
0.510 |
| High: |
0.540 |
| Low: |
0.510 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.06% |
| 1 Month |
|
|
+32.50% |
| 3 Months |
|
|
+51.43% |
| YTD |
|
|
-20.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.470 |
| 1M High / 1M Low: |
0.710 |
0.260 |
| 6M High / 6M Low: |
0.810 |
0.120 |
| High (YTD): |
2/8/2024 |
0.810 |
| Low (YTD): |
3/21/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.620 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.461 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.07% |
| Volatility 6M: |
|
221.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
