UniCredit Call 55 BSN 18.06.2025
/ DE000HC7J9D4
UniCredit Call 55 BSN 18.06.2025/ DE000HC7J9D4 /
| 2024-05-21 10:14:47 AM |
Chg.0.000 |
Bid5:35:01 PM |
Ask5:35:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
0.00% |
0.830
Bid Size: 30,000 |
0.840
Ask Size: 30,000 |
DANONE S.A. EO -,25 |
55.00 - |
2025-06-18 |
Call |
Master data
| WKN: |
HC7J9D |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2023-06-21 |
| Last trading day: |
2025-06-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.13 |
| Parity: |
0.49 |
| Time value: |
0.35 |
| Break-even: |
63.40 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.44% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.69 |
| Rho: |
0.42 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.23% |
| 1 Month |
|
|
+24.24% |
| 3 Months |
|
|
-9.89% |
| YTD |
|
|
+12.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.810 |
| 1M High / 1M Low: |
0.840 |
0.620 |
| 6M High / 6M Low: |
0.940 |
0.540 |
| High (YTD): |
2024-02-06 |
0.940 |
| Low (YTD): |
2024-04-15 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.747 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.769 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.73% |
| Volatility 6M: |
|
67.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
