UC WAR. CALL 09/24 BSN/ DE000HD3B803 /
| 28/05/2024 21:45:44 | Chg.- | Bid21:59:15 | Ask21:59:15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3100EUR | - | 0.3000 Bid Size: 15,000 |
0.3200 Ask Size: 15,000 |
DANONE S.A. EO -,25 | 58.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD3B80 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 58.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 04/03/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.13 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.13 |
| Parity: | 0.13 |
| Time value: | 0.23 |
| Break-even: | 61.60 |
| Moneyness: | 1.02 |
| Premium: | 0.04 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.02 |
| Spread %: | 5.88% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 10.58 |
| Rho: | 0.11 |
Quote data
| Open: | 0.3400 |
|---|---|
| High: | 0.3400 |
| Low: | 0.3100 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.42% | ||
|---|---|---|---|
| 1 Month | +34.78% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3800 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.4000 | 0.2300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3424 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.98% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
