UniCredit Call 70 BSN 18.06.2025/  DE000HC7J9F9  /

EUWAX
25/09/2024  21:07:58 Chg.-0.010 Bid22:00:29 Ask22:00:29 Underlying Strike price Expiration date Option type
0.190EUR -5.00% -
Bid Size: -
-
Ask Size: -
DANONE S.A. EO -,25 70.00 - 18/06/2025 Call
 

Master data

WKN: HC7J9F
Issuer: UniCredit
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 18/06/2025
Issue date: 21/06/2023
Last trading day: 17/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.44
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.13
Parity: -0.46
Time value: 0.23
Break-even: 72.30
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 15.00%
Delta: 0.40
Theta: -0.01
Omega: 11.33
Rho: 0.17
 

Quote data

Open: 0.190
High: 0.200
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month  
+90.00%
3 Months  
+140.51%
YTD  
+18.75%
1 Year  
+216.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.190
1M High / 1M Low: 0.250 0.100
6M High / 6M Low: 0.250 0.052
High (YTD): 10/09/2024 0.250
Low (YTD): 28/06/2024 0.052
52W High: 10/09/2024 0.250
52W Low: 28/06/2024 0.052
Avg. price 1W:   0.196
Avg. volume 1W:   0.000
Avg. price 1M:   0.184
Avg. volume 1M:   0.000
Avg. price 6M:   0.116
Avg. volume 6M:   0.000
Avg. price 1Y:   0.138
Avg. volume 1Y:   0.000
Volatility 1M:   173.56%
Volatility 6M:   211.34%
Volatility 1Y:   191.58%
Volatility 3Y:   -