UniCredit Call 55 BSN 18.09.2024
/ DE000HC9XP43
UniCredit Call 55 BSN 18.09.2024/ DE000HC9XP43 /
| 2024-05-15 8:32:37 PM |
Chg.+0.010 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+1.67% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.590 |
| High: |
0.610 |
| Low: |
0.590 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.17% |
| 1 Month |
|
|
+79.41% |
| 3 Months |
|
|
-15.28% |
| YTD |
|
|
+3.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.580 |
| 1M High / 1M Low: |
0.630 |
0.340 |
| 6M High / 6M Low: |
0.810 |
0.340 |
| High (YTD): |
2024-01-19 |
0.810 |
| Low (YTD): |
2024-04-15 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.488 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.601 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.37% |
| Volatility 6M: |
|
103.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
