UC WAR. CALL 09/24 BSN/ DE000HC9XP43 /
| 2024-05-15 1:45:55 PM | Chg.-0.0100 | Bid1:58:49 PM | Ask1:58:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6000EUR | -1.64% | 0.5900 Bid Size: 100,000 |
0.6000 Ask Size: 100,000 |
DANONE S.A. EO -,25 | 55.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HC9XP4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.54 |
|---|---|
| Intrinsic value: | 0.44 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.13 |
| Parity: | 0.44 |
| Time value: | 0.23 |
| Break-even: | 61.70 |
| Moneyness: | 1.08 |
| Premium: | 0.04 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.07 |
| Spread %: | 11.67% |
| Delta: | 0.74 |
| Theta: | -0.02 |
| Omega: | 6.58 |
| Rho: | 0.13 |
Quote data
| Open: | 0.6000 |
|---|---|
| High: | 0.6000 |
| Low: | 0.6000 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.69% | ||
|---|---|---|---|
| 1 Month | +71.43% | ||
| 3 Months | -16.67% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6400 | 0.5900 |
|---|---|---|
| 1M High / 1M Low: | 0.6400 | 0.3500 |
| 6M High / 6M Low: | 0.8200 | 0.3500 |
| High (YTD): | 2024-01-29 | 0.8200 |
| Low (YTD): | 2024-04-15 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4952 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6067 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.64% | |
| Volatility 6M: | 94.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
