UniCredit Call 60 BSN 18.09.2024
/ DE000HC9XP50
UniCredit Call 60 BSN 18.09.2024/ DE000HC9XP50 /
| 29/05/2024 09:49:43 |
Chg.+0.010 |
Bid10:08:45 |
Ask10:08:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+5.56% |
0.190
Bid Size: 175,000 |
0.200
Ask Size: 175,000 |
DANONE S.A. EO -,25 |
60.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9XP5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
29.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
-0.12 |
| Time value: |
0.20 |
| Break-even: |
62.00 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
11.11% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
14.16 |
| Rho: |
0.08 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.00% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
-17.39% |
| YTD |
|
|
-36.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.180 |
| 1M High / 1M Low: |
0.270 |
0.150 |
| 6M High / 6M Low: |
0.440 |
0.120 |
| High (YTD): |
06/02/2024 |
0.440 |
| Low (YTD): |
15/04/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.284 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.97% |
| Volatility 6M: |
|
149.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
