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UniCredit Call 50 BSN 19.06.2024/  DE000HC2NY74  /

EUWAX
2024-06-14  9:04:07 PM Chg.-0.120 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.860EUR -12.24% -
Bid Size: -		 -
Ask Size: -		 DANONE S.A. EO -,25 50.00 - 2024-06-19 Call
 

Master data

WKN: HC2NY7
Issuer: UniCredit
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-19
Issue date: 2022-12-19
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.10
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.98
Implied volatility: 0.66
Historic volatility: 0.13
Parity: 0.98
Time value: 0.00
Break-even: 59.80
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.99
Theta: -0.02
Omega: 6.04
Rho: 0.01
 

Quote data

Open: 0.950
High: 0.950
Low: 0.860
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.34%
1 Month
  -13.13%
3 Months
  -9.47%
YTD
  -11.34%
1 Year  
+24.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.930
1M High / 1M Low: 1.010 0.860
6M High / 6M Low: 1.260 0.730
High (YTD): 2024-01-29 1.260
Low (YTD): 2024-04-15 0.730
52W High: 2024-01-29 1.260
52W Low: 2023-10-02 0.430
Avg. price 1W:   0.964
Avg. volume 1W:   0.000
Avg. price 1M:   0.957
Avg. volume 1M:   65.217
Avg. price 6M:   1.005
Avg. volume 6M:   96
Avg. price 1Y:   0.879
Avg. volume 1Y:   93.750
Volatility 1M:   55.20%
Volatility 6M:   74.37%
Volatility 1Y:   85.73%
Volatility 3Y:   -