UniCredit Call 58 BSN 18.09.2024
/ DE000HD3B803
UniCredit Call 58 BSN 18.09.2024/ DE000HD3B803 /
| 2024-05-31 9:38:29 AM |
Chg.+0.030 |
Bid12:21:12 PM |
Ask12:21:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+9.68% |
0.320
Bid Size: 125,000 |
0.330
Ask Size: 125,000 |
DANONE S.A. EO -,25 |
58.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD3B80 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.13 |
| Parity: |
0.09 |
| Time value: |
0.26 |
| Break-even: |
61.50 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
25.00% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
10.29 |
| Rho: |
0.10 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.280 |
| 1M High / 1M Low: |
0.400 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
