UC WAR. CALL 09/24 BSN/ DE000HD0A2R3 /
| 2024-05-15 3:45:11 PM | Chg.0.0000 | Bid5:05:07 PM | Ask5:05:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0260EUR | 0.00% | 0.0220 Bid Size: 200,000 |
0.0270 Ask Size: 200,000 |
DANONE S.A. EO -,25 | 70.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HD0A2R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-30 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 66.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.13 |
| Parity: | -1.06 |
| Time value: | 0.09 |
| Break-even: | 70.89 |
| Moneyness: | 0.85 |
| Premium: | 0.19 |
| Premium p.a.: | 0.67 |
| Spread abs.: | 0.07 |
| Spread %: | 423.53% |
| Delta: | 0.19 |
| Theta: | -0.01 |
| Omega: | 12.52 |
| Rho: | 0.04 |
Quote data
| Open: | 0.0260 |
|---|---|
| High: | 0.0260 |
| Low: | 0.0260 |
| Previous Close: | 0.0260 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.00% | ||
|---|---|---|---|
| 1 Month | +52.94% | ||
| 3 Months | -52.73% | ||
| YTD | -43.48% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0260 | 0.0250 |
|---|---|---|
| 1M High / 1M Low: | 0.0270 | 0.0170 |
| 6M High / 6M Low: | 0.0860 | 0.0170 |
| High (YTD): | 2024-01-29 | 0.0860 |
| Low (YTD): | 2024-05-03 | 0.0170 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0256 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0216 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0481 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 181.01% | |
| Volatility 6M: | 138.79% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
