UC WAR. CALL 09/24 BSN/ DE000HC9XP50 /
| 2024-05-29 9:46:44 AM | Chg.-0.0100 | Bid10:31:09 AM | Ask10:31:09 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | -5.00% | 0.1900 Bid Size: 150,000 |
0.2000 Ask Size: 150,000 |
DANONE S.A. EO -,25 | 60.00 - | 2024-09-18 | 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: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| 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: | 0.1900 |
|---|---|
| High: | 0.1900 |
| Low: | 0.1900 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.92% | ||
|---|---|---|---|
| 1 Month | +26.67% | ||
| 3 Months | -20.83% | ||
| YTD | -36.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2600 | 0.2000 |
|---|---|---|
| 1M High / 1M Low: | 0.2800 | 0.1500 |
| 6M High / 6M Low: | 0.4500 | 0.1300 |
| High (YTD): | 2024-01-29 | 0.4500 |
| Low (YTD): | 2024-04-15 | 0.1300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2271 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2893 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 129.62% | |
| Volatility 6M: | 121.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
