UniCredit Call 58 BSN 18.09.2024
/ DE000HD3B803
UniCredit Call 58 BSN 18.09.2024/ DE000HD3B803 /
| 6/4/2024 5:54:31 PM |
Chg.+0.040 |
Bid7:12:27 PM |
Ask7:12:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+12.90% |
0.360
Bid Size: 30,000 |
0.370
Ask Size: 30,000 |
DANONE S.A. EO -,25 |
58.00 - |
9/18/2024 |
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: |
9/18/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
9/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.13 |
| Parity: |
0.12 |
| Time value: |
0.21 |
| Break-even: |
61.30 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
11.62 |
| Rho: |
0.10 |
Quote data
| Open: |
0.320 |
| High: |
0.350 |
| Low: |
0.320 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.69% |
| 1 Month |
|
|
+29.63% |
| 3 Months |
|
|
+9.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.280 |
| 1M High / 1M Low: |
0.400 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.348 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
