UC WAR. CALL 09/24 BSN/ DE000HC9XP43 /
| 5/28/2024 9:46:43 PM | Chg.-0.0400 | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5300EUR | -7.02% | 0.5200 Bid Size: 15,000 |
0.5400 Ask Size: 15,000 |
DANONE S.A. EO -,25 | 55.00 - | 9/18/2024 | 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: | 9/18/2024 |
| Issue date: | 10/17/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.52 |
|---|---|
| Intrinsic value: | 0.43 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.13 |
| Parity: | 0.43 |
| Time value: | 0.15 |
| Break-even: | 60.80 |
| Moneyness: | 1.08 |
| Premium: | 0.03 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.02 |
| Spread %: | 3.57% |
| Delta: | 0.79 |
| Theta: | -0.01 |
| Omega: | 8.06 |
| Rho: | 0.13 |
Quote data
| Open: | 0.5700 |
|---|---|
| High: | 0.5700 |
| Low: | 0.5300 |
| Previous Close: | 0.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.52% | ||
|---|---|---|---|
| 1 Month | +29.27% | ||
| 3 Months | -1.85% | ||
| YTD | -11.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6200 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 0.6400 | 0.4100 |
| 6M High / 6M Low: | 0.8200 | 0.3500 |
| High (YTD): | 1/29/2024 | 0.8200 |
| Low (YTD): | 4/15/2024 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5629 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6052 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 85.51% | |
| Volatility 6M: | 95.12% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
