UniCredit Call 55 BSN 18.09.2024
/ DE000HC9XP43
UniCredit Call 55 BSN 18.09.2024/ DE000HC9XP43 /
| 28/05/2024 20:44:34 |
Chg.- |
Bid09:05:02 |
Ask09:05:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
- |
0.510
Bid Size: 60,000 |
0.520
Ask Size: 60,000 |
DANONE S.A. EO -,25 |
55.00 - |
18/09/2024 |
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: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.13 |
| Parity: |
0.43 |
| Time value: |
0.15 |
| Break-even: |
60.80 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
3.57% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
8.06 |
| Rho: |
0.13 |
Quote data
| Open: |
0.530 |
| High: |
0.540 |
| Low: |
0.510 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.39% |
| 1 Month |
|
|
+24.39% |
| 3 Months |
|
|
-3.77% |
| YTD |
|
|
-13.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.510 |
| 1M High / 1M Low: |
0.630 |
0.410 |
| 6M High / 6M Low: |
0.810 |
0.340 |
| High (YTD): |
19/01/2024 |
0.810 |
| Low (YTD): |
15/04/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.556 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.81% |
| Volatility 6M: |
|
104.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
