UniCredit Call 55 BSN 18.09.2024
/ DE000HC9XP43
UniCredit Call 55 BSN 18.09.2024/ DE000HC9XP43 /
| 6/3/2024 7:27:37 PM |
Chg.-0.010 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-1.85% |
0.540
Bid Size: 14,000 |
0.560
Ask Size: 14,000 |
DANONE S.A. EO -,25 |
55.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HC9XP4 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/17/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.13 |
| Parity: |
0.41 |
| Time value: |
0.16 |
| Break-even: |
60.70 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
8.04 |
| Rho: |
0.12 |
Quote data
| Open: |
0.550 |
| High: |
0.570 |
| Low: |
0.530 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.02% |
| 1 Month |
|
|
+12.77% |
| 3 Months |
|
|
+8.16% |
| YTD |
|
|
-10.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.500 |
| 1M High / 1M Low: |
0.630 |
0.470 |
| 6M High / 6M Low: |
0.810 |
0.340 |
| High (YTD): |
1/29/2024 |
0.810 |
| Low (YTD): |
4/15/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.597 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.48% |
| Volatility 6M: |
|
99.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
