UniCredit Call 58 BSN 19.06.2024
/ DE000HD0ZW07
UniCredit Call 58 BSN 19.06.2024/ DE000HD0ZW07 /
| 05/06/2024 14:18:03 |
Chg.-0.010 |
Bid21:59:00 |
Ask05/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-4.76% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
58.00 - |
19/06/2024 |
Call |
Master data
| WKN: |
HD0ZW0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
05/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.13 |
| Parity: |
0.18 |
| Time value: |
0.03 |
| Break-even: |
60.10 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.06 |
| Spread %: |
40.00% |
| Delta: |
0.78 |
| Theta: |
-0.08 |
| Omega: |
22.19 |
| Rho: |
0.01 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.190 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-25.93% |
| YTD |
|
|
-41.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.250 |
0.140 |
| 6M High / 6M Low: |
0.530 |
0.100 |
| High (YTD): |
29/01/2024 |
0.530 |
| Low (YTD): |
26/04/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.303 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.69% |
| Volatility 6M: |
|
215.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
