UC WAR. CALL 06/25 BSN/ DE000HD1ECX5 /
| 2024-06-14 9:47:06 PM | Chg.-0.0040 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0560EUR | -6.67% | 0.0440 Bid Size: 25,000 |
0.0620 Ask Size: 25,000 |
DANONE S.A. EO -,25 | 75.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1ECX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 84.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.13 |
| Parity: | -1.52 |
| Time value: | 0.07 |
| Break-even: | 75.71 |
| Moneyness: | 0.80 |
| Premium: | 0.27 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.02 |
| Spread %: | 33.96% |
| Delta: | 0.15 |
| Theta: | 0.00 |
| Omega: | 12.40 |
| Rho: | 0.08 |
Quote data
| Open: | 0.0600 |
|---|---|
| High: | 0.0600 |
| Low: | 0.0560 |
| Previous Close: | 0.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.45% | ||
|---|---|---|---|
| 1 Month | -17.65% | ||
| 3 Months | -15.15% | ||
| YTD | -36.36% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0600 | 0.0560 |
|---|---|---|
| 1M High / 1M Low: | 0.0680 | 0.0530 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-01-30 | 0.1400 |
| Low (YTD): | 2024-04-12 | 0.0390 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0578 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0597 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 57.56% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
