UniCredit Call 95 HEIA 18.09.2024
/ DE000HD0NR16
UniCredit Call 95 HEIA 18.09.2024/ DE000HD0NR16 /
| 11/06/2024 09:23:35 |
Chg.+0.030 |
Bid11:43:58 |
Ask11:43:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+7.50% |
0.400
Bid Size: 70,000 |
0.410
Ask Size: 70,000 |
Heineken NV |
95.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD0NR1 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.02 |
| Time value: |
0.43 |
| Break-even: |
99.30 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
7.50% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
12.10 |
| Rho: |
0.13 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+126.32% |
| YTD |
|
|
-18.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.250 |
| 1M High / 1M Low: |
0.560 |
0.250 |
| 6M High / 6M Low: |
0.630 |
0.130 |
| High (YTD): |
08/02/2024 |
0.630 |
| Low (YTD): |
21/03/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.365 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.97% |
| Volatility 6M: |
|
195.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
