UC WAR. CALL 06/25 BSN/ DE000HC7J9F9 /
| 21/06/2024 21:46:41 | Chg.+0.0280 | Bid21:59:18 | Ask21:59:18 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | +34.15% | - Bid Size: 25,000 |
- Ask Size: 25,000 |
DANONE S.A. EO -,25 | 70.00 - | 18/06/2025 | Call |
Master data
| WKN: | HC7J9F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 21/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 48.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.13 |
| Parity: | -1.15 |
| Time value: | 0.12 |
| Break-even: | 71.20 |
| Moneyness: | 0.84 |
| Premium: | 0.22 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.02 |
| Spread %: | 20.00% |
| Delta: | 0.23 |
| Theta: | -0.01 |
| Omega: | 10.99 |
| Rho: | 0.12 |
Quote data
| Open: | 0.0820 |
|---|---|
| High: | 0.1100 |
| Low: | 0.0820 |
| Previous Close: | 0.0820 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.33% | ||
|---|---|---|---|
| 1 Month | -15.38% | ||
| 3 Months | -15.38% | ||
| YTD | -31.25% | ||
| 1 Year | -45.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.0820 |
|---|---|---|
| 1M High / 1M Low: | 0.1300 | 0.0820 |
| 6M High / 6M Low: | 0.2400 | 0.0780 |
| High (YTD): | 30/01/2024 | 0.2400 |
| Low (YTD): | 12/04/2024 | 0.0780 |
| 52W High: | 30/01/2024 | 0.2400 |
| 52W Low: | 06/10/2023 | 0.0630 |
| Avg. price 1W: | 0.1144 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1219 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1509 | |
| Avg. volume 6M: | 8.0645 | |
| Avg. price 1Y: | 0.1502 | |
| Avg. volume 1Y: | 3.9216 | |
| Volatility 1M: | 185.93% | |
| Volatility 6M: | 123.11% | |
| Volatility 1Y: | 129.49% | |
| Volatility 3Y: | - |
