UniCredit Call 55 BSN 18.06.2025
/ DE000HC7J9D4
UniCredit Call 55 BSN 18.06.2025/ DE000HC7J9D4 /
| 6/14/2024 8:57:14 PM |
Chg.-0.070 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-8.64% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
0.48 |
| Time value: |
0.34 |
| Break-even: |
63.20 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
5.68 |
| Rho: |
0.39 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.740 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.64% |
| 1 Month |
|
|
-8.64% |
| 3 Months |
|
|
+8.82% |
| YTD |
|
|
+1.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.770 |
| 1M High / 1M Low: |
0.830 |
0.720 |
| 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: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.767 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.91% |
| Volatility 6M: |
|
67.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
