UC WAR. CALL 09/24 BSN/ DE000HC9XP68 /
| 5/31/2024 1:45:14 PM | Chg.+0.0060 | Bid3:15:43 PM | Ask3:15:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0510EUR | +13.33% | 0.0410 Bid Size: 200,000 |
0.0460 Ask Size: 200,000 |
DANONE S.A. EO -,25 | 65.00 - | 9/18/2024 | 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: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 69.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.13 |
| Parity: | -0.61 |
| Time value: | 0.09 |
| Break-even: | 65.85 |
| Moneyness: | 0.91 |
| Premium: | 0.12 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.07 |
| Spread %: | 507.14% |
| Delta: | 0.23 |
| Theta: | -0.01 |
| Omega: | 16.14 |
| Rho: | 0.04 |
Quote data
| Open: | 0.0450 |
|---|---|
| High: | 0.0510 |
| Low: | 0.0450 |
| Previous Close: | 0.0450 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.07% | ||
|---|---|---|---|
| 1 Month | +18.60% | ||
| 3 Months | -42.05% | ||
| YTD | -60.77% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0580 | 0.0450 |
|---|---|---|
| 1M High / 1M Low: | 0.0780 | 0.0430 |
| 6M High / 6M Low: | 0.2100 | 0.0400 |
| High (YTD): | 1/30/2024 | 0.2100 |
| Low (YTD): | 4/11/2024 | 0.0400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0514 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0615 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1150 | |
| Avg. volume 6M: | 1,280 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 146.83% | |
| Volatility 6M: | 137.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
