UC WAR. CALL 06/25 BSN/ DE000HC7J9F9 /
| 2024-06-06 1:45:02 PM | Chg.0.0000 | Bid2024-06-06 | Ask2024-06-06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1300EUR | 0.00% | 0.1200 Bid Size: 200,000 |
0.1300 Ask Size: 200,000 |
DANONE S.A. EO -,25 | 70.00 - | 2025-06-18 | 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: | 2025-06-18 |
| Issue date: | 2023-06-21 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 37.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.13 |
| Parity: | -1.06 |
| Time value: | 0.16 |
| Break-even: | 71.60 |
| Moneyness: | 0.85 |
| Premium: | 0.21 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.07 |
| Spread %: | 77.78% |
| Delta: | 0.27 |
| Theta: | -0.01 |
| Omega: | 9.96 |
| Rho: | 0.15 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.1300 |
| Low: | 0.1300 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.18% | ||
|---|---|---|---|
| 1 Month | +8.33% | ||
| 3 Months | +8.33% | ||
| YTD | -18.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | 0.1500 | 0.1100 |
| 6M High / 6M Low: | 0.2400 | 0.0780 |
| High (YTD): | 2024-01-30 | 0.2400 |
| Low (YTD): | 2024-04-12 | 0.0780 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1317 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1564 | |
| Avg. volume 6M: | 8 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 80.96% | |
| Volatility 6M: | 104.86% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
