UniCredit Call 62 BSN 18.09.2024
/ DE000HD1UPV7
UniCredit Call 62 BSN 18.09.2024/ DE000HD1UPV7 /
| 04/06/2024 09:04:09 |
Chg.0.000 |
Bid09:38:33 |
Ask09:38:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
0.120
Bid Size: 200,000 |
0.130
Ask Size: 200,000 |
DANONE S.A. EO -,25 |
62.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD1UPV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
15/01/2024 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
42.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.13 |
| Parity: |
-0.29 |
| Time value: |
0.14 |
| Break-even: |
63.40 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
15.70 |
| Rho: |
0.06 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-21.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.170 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
