UniCredit Call 55 BSN 18.06.2025
/ DE000HC7J9D4
UniCredit Call 55 BSN 18.06.2025/ DE000HC7J9D4 /
| 6/3/2024 10:15:17 AM |
Chg.0.000 |
Bid12:31:51 PM |
Ask12:31:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
0.00% |
0.770
Bid Size: 100,000 |
0.780
Ask Size: 100,000 |
DANONE S.A. EO -,25 |
55.00 - |
6/18/2025 |
Call |
Master data
| WKN: |
HC7J9D |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
6/18/2025 |
| Issue date: |
6/21/2023 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.13 |
| Parity: |
0.41 |
| Time value: |
0.38 |
| Break-even: |
62.90 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
5.68 |
| Rho: |
0.39 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.28% |
| 1 Month |
|
|
+11.59% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
+5.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.720 |
| 1M High / 1M Low: |
0.840 |
0.690 |
| 6M High / 6M Low: |
0.940 |
0.540 |
| High (YTD): |
2/6/2024 |
0.940 |
| Low (YTD): |
4/15/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.781 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.766 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.16% |
| Volatility 6M: |
|
68.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
