UC WAR. CALL 09/24 BSN/ DE000HC9XP68 /
2024-05-15 11:45:34 AM | Chg.0.0000 | Bid1:23:23 PM | Ask1:23:23 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0700EUR | 0.00% | 0.0680 Bid Size: 200,000 |
0.0730 Ask Size: 200,000 |
DANONE S.A. EO -,25 | 65.00 EUR | 2024-09-18 | Call |
Master data
WKN: | HC9XP6 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANONE S.A. EO -,25 |
Type: | Warrant |
Option type: | Call |
Strike price: | 65.00 EUR |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-17 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 42.43 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.13 |
Parity: | -0.56 |
Time value: | 0.14 |
Break-even: | 66.40 |
Moneyness: | 0.91 |
Premium: | 0.12 |
Premium p.a.: | 0.38 |
Spread abs.: | 0.07 |
Spread %: | 100.00% |
Delta: | 0.30 |
Theta: | -0.01 |
Omega: | 12.80 |
Rho: | 0.06 |
Quote data
Open: | 0.0700 |
---|---|
High: | 0.0700 |
Low: | 0.0700 |
Previous Close: | 0.0700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +66.67% | ||
3 Months | -56.25% | ||
YTD | -46.15% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0780 | 0.0690 |
---|---|---|
1M High / 1M Low: | 0.0780 | 0.0420 |
6M High / 6M Low: | 0.2100 | 0.0400 |
High (YTD): | 2024-01-30 | 0.2100 |
Low (YTD): | 2024-04-11 | 0.0400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0726 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0567 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1242 | |
Avg. volume 6M: | 1,290.3226 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 187.56% | |
Volatility 6M: | 137.97% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |