UC WAR. CALL 09/24 BSN/ DE000HC9XP68 /
| 04/06/2024 09:45:19 | Chg.0.0000 | Bid10:59:59 | Ask10:59:59 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0500EUR | 0.00% | 0.0510 Bid Size: 200,000 |
0.0560 Ask Size: 200,000 |
DANONE S.A. EO -,25 | 65.00 - | 18/09/2024 | Call |
Master data
| WKN: | HC9XP6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 17/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 103.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.13 |
| Parity: | -0.58 |
| Time value: | 0.06 |
| Break-even: | 65.57 |
| Moneyness: | 0.91 |
| Premium: | 0.11 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.02 |
| Spread %: | 46.15% |
| Delta: | 0.20 |
| Theta: | -0.01 |
| Omega: | 20.51 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0500 |
|---|---|
| High: | 0.0500 |
| Low: | 0.0500 |
| Previous Close: | 0.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.96% | ||
|---|---|---|---|
| 1 Month | +4.17% | ||
| 3 Months | -34.21% | ||
| YTD | -61.54% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0510 | 0.0450 |
|---|---|---|
| 1M High / 1M Low: | 0.0780 | 0.0450 |
| 6M High / 6M Low: | 0.2100 | 0.0400 |
| High (YTD): | 30/01/2024 | 0.2100 |
| Low (YTD): | 11/04/2024 | 0.0400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0482 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0625 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1132 | |
| Avg. volume 6M: | 1,280 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 125.86% | |
| Volatility 6M: | 138.04% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
