UniCredit Call 92 HEIA 18.09.2024
/ DE000HD5HMV2
UniCredit Call 92 HEIA 18.09.2024/ DE000HD5HMV2 /
| 6/20/2024 1:50:51 PM |
Chg.+0.050 |
Bid3:43:48 PM |
Ask3:43:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+10.87% |
0.500
Bid Size: 60,000 |
0.510
Ask Size: 60,000 |
Heineken NV |
92.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD5HMV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
5/13/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.07 |
| Time value: |
0.42 |
| Break-even: |
96.90 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
6.52% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
10.98 |
| Rho: |
0.12 |
Quote data
| Open: |
0.480 |
| High: |
0.510 |
| Low: |
0.480 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-32.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.450 |
| 1M High / 1M Low: |
0.760 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
