UC WAR. CALL 09/24 BSN/ DE000HC9XP43 /
| 04/06/2024 09:46:42 | Chg.0.0000 | Bid10:15:05 | Ask10:15:05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5500EUR | 0.00% | 0.5500 Bid Size: 100,000 |
0.5600 Ask Size: 100,000 |
DANONE S.A. EO -,25 | 55.00 - | 18/09/2024 | 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: | 18/09/2024 |
| Issue date: | 17/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.50 |
|---|---|
| Intrinsic value: | 0.42 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.13 |
| Parity: | 0.42 |
| Time value: | 0.14 |
| Break-even: | 60.60 |
| Moneyness: | 1.08 |
| Premium: | 0.02 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.02 |
| Spread %: | 3.70% |
| Delta: | 0.80 |
| Theta: | -0.01 |
| Omega: | 8.44 |
| Rho: | 0.12 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.5500 |
| Low: | 0.5500 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.77% | ||
|---|---|---|---|
| 1 Month | +17.02% | ||
| 3 Months | +5.77% | ||
| YTD | -8.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5500 | 0.5000 |
|---|---|---|
| 1M High / 1M Low: | 0.6400 | 0.5000 |
| 6M High / 6M Low: | 0.8200 | 0.3500 |
| High (YTD): | 29/01/2024 | 0.8200 |
| Low (YTD): | 15/04/2024 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5795 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6018 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 76.51% | |
| Volatility 6M: | 94.88% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
