UC WAR. CALL 09/24 BSN/ DE000HC9XP50 /
| 2024-05-15 9:45:06 PM | Chg.0.0000 | Bid9:59:34 PM | Ask9:59:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2500EUR | 0.00% | 0.2500 Bid Size: 20,000 |
0.2700 Ask Size: 20,000 |
DANONE S.A. EO -,25 | 60.00 EUR | 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 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 18.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.13 |
| Parity: | -0.06 |
| Time value: | 0.32 |
| Break-even: | 63.20 |
| Moneyness: | 0.99 |
| Premium: | 0.06 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.07 |
| Spread %: | 28.00% |
| Delta: | 0.54 |
| Theta: | -0.02 |
| Omega: | 9.95 |
| Rho: | 0.10 |
Quote data
| Open: | 0.2500 |
|---|---|
| High: | 0.2500 |
| Low: | 0.2500 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +92.31% | ||
| 3 Months | -32.43% | ||
| YTD | -16.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2800 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | 0.2800 | 0.1300 |
| 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: | 0.2560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1948 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2965 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 160.92% | |
| Volatility 6M: | 120.52% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
