UniCredit Call 95 HEIA 18.12.2024
/ DE000HD0A2Y9
UniCredit Call 95 HEIA 18.12.2024/ DE000HD0A2Y9 /
| 6/19/2024 7:06:21 PM |
Chg.+0.010 |
Bid6/19/2024 |
Ask6/19/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+2.00% |
0.510
Bid Size: 20,000 |
0.530
Ask Size: 20,000 |
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: |
17.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.25 |
| Time value: |
0.53 |
| Break-even: |
100.30 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
6.00% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
8.85 |
| Rho: |
0.21 |
Quote data
| Open: |
0.480 |
| High: |
0.520 |
| Low: |
0.480 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.54% |
| 1 Month |
|
|
-31.08% |
| 3 Months |
|
|
+104.00% |
| YTD |
|
|
-23.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.500 |
| 1M High / 1M Low: |
0.760 |
0.420 |
| 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: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.576 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.510 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.38% |
| Volatility 6M: |
|
143.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
