UC WAR. CALL 09/24 BSN/ DE000HC9XP50 /
2024-06-04 9:45:38 AM | Chg.0.0000 | Bid2024-06-04 | Ask2024-06-04 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2100EUR | 0.00% | 0.2000 Bid Size: 150,000 |
0.2100 Ask Size: 150,000 |
DANONE S.A. EO -,25 | 60.00 - | 2024-09-18 | Call |
Master data
WKN: | HC9XP5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANONE S.A. EO -,25 |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-17 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 28.21 |
Leverage: | Yes |
Calculated values
Fair value: | 0.16 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.17 |
Historic volatility: | 0.13 |
Parity: | -0.08 |
Time value: | 0.21 |
Break-even: | 62.10 |
Moneyness: | 0.99 |
Premium: | 0.05 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.02 |
Spread %: | 10.53% |
Delta: | 0.51 |
Theta: | -0.01 |
Omega: | 14.37 |
Rho: | 0.08 |
Quote data
Open: | 0.2100 |
---|---|
High: | 0.2100 |
Low: | 0.2100 |
Previous Close: | 0.2100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.00% | ||
---|---|---|---|
1 Month | +16.67% | ||
3 Months | -4.55% | ||
YTD | -30.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2100 | 0.1800 |
---|---|---|
1M High / 1M Low: | 0.2800 | 0.1800 |
6M High / 6M Low: | 0.4500 | 0.1300 |
High (YTD): | 2024-01-29 | 0.4500 |
Low (YTD): | 2024-04-15 | 0.1300 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2333 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2848 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 121.22% | |
Volatility 6M: | 122.19% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |