UC WAR. CALL 09/24 BSN/ DE000HC9XP43 /
| 2024-06-03 9:45:53 PM | Chg.0.0000 | Bid9:59:25 PM | Ask9:59:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5500EUR | 0.00% | 0.5400 Bid Size: 14,000 |
0.5600 Ask Size: 14,000 |
DANONE S.A. EO -,25 | 55.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XP4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.49 |
|---|---|
| Intrinsic value: | 0.41 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.13 |
| Parity: | 0.41 |
| Time value: | 0.16 |
| Break-even: | 60.70 |
| Moneyness: | 1.07 |
| Premium: | 0.03 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 3.64% |
| Delta: | 0.77 |
| Theta: | -0.01 |
| Omega: | 8.04 |
| Rho: | 0.12 |
Quote data
| Open: | 0.5600 |
|---|---|
| High: | 0.5600 |
| Low: | 0.5500 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.51% | ||
|---|---|---|---|
| 1 Month | +17.02% | ||
| 3 Months | +12.24% | ||
| YTD | -8.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5700 | 0.5000 |
|---|---|---|
| 1M High / 1M Low: | 0.6400 | 0.4700 |
| 6M High / 6M Low: | 0.8200 | 0.3500 |
| High (YTD): | 2024-01-29 | 0.8200 |
| Low (YTD): | 2024-04-15 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5757 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6022 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 79.15% | |
| Volatility 6M: | 95.25% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
