UniCredit Call 95 HEIA 18.09.2024
/ DE000HD0NR16
UniCredit Call 95 HEIA 18.09.2024/ DE000HD0NR16 /
| 17/05/2024 13:54:12 |
Chg.+0.020 |
Bid16:44:41 |
Ask16:44:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+4.08% |
0.540
Bid Size: 60,000 |
0.550
Ask Size: 60,000 |
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: |
18.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.03 |
| Time value: |
0.48 |
| Break-even: |
100.10 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
10.85 |
| Rho: |
0.17 |
Quote data
| Open: |
0.500 |
| High: |
0.510 |
| Low: |
0.500 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.60% |
| 1 Month |
|
|
+155.00% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
-3.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.430 |
| 1M High / 1M Low: |
0.490 |
0.200 |
| 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: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.344 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.08% |
| Volatility 6M: |
|
178.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
