UniCredit Call 70 BSN 18.06.2025/  DE000HC7J9F9  /

EUWAX
14/06/2024  20:57:13 Chg.-0.020 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.110EUR -15.38% -
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: 42.69
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.13
Parity: -1.02
Time value: 0.14
Break-even: 71.40
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 16.67%
Delta: 0.26
Theta: -0.01
Omega: 10.94
Rho: 0.14
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.38%
1 Month
  -21.43%
3 Months
  -8.33%
YTD
  -31.25%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.140 0.100
6M High / 6M Low: 0.240 0.066
High (YTD): 19/01/2024 0.240
Low (YTD): 10/04/2024 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.147
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.01%
Volatility 6M:   132.08%
Volatility 1Y:   -
Volatility 3Y:   -