UniCredit Call 95 HEIA 18.12.2024
/ DE000HD0A2Y9
UniCredit Call 95 HEIA 18.12.2024/ DE000HD0A2Y9 /
| 5/17/2024 4:52:47 PM |
Chg.+0.050 |
Bid5/17/2024 |
Ask5/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+7.35% |
0.730
Bid Size: 60,000 |
0.740
Ask Size: 60,000 |
Heineken NV |
95.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD0A2Y |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
10/30/2023 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.03 |
| Time value: |
0.67 |
| Break-even: |
102.00 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
4.48% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
8.15 |
| Rho: |
0.29 |
Quote data
| Open: |
0.700 |
| High: |
0.740 |
| Low: |
0.700 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.67% |
| 1 Month |
|
|
+128.13% |
| 3 Months |
|
|
+65.91% |
| YTD |
|
|
+8.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.600 |
| 1M High / 1M Low: |
0.680 |
0.320 |
| 6M High / 6M Low: |
0.780 |
0.240 |
| High (YTD): |
2/8/2024 |
0.780 |
| Low (YTD): |
3/21/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.508 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.483 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.93% |
| Volatility 6M: |
|
136.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
