OverviewChartNewsTraderScreen

UniCredit Call 55 BSN 19.06.2024/  DE000HB9NQ79  /

Frankfurt Zert./HVB
2024-05-06  3:58:23 PM Chg.+0.030 Bid2024-05-06 Ask2024-05-06 Underlying Strike price Expiration date Option type
0.380EUR +8.57% 0.380
Bid Size: 100,000		 0.390
Ask Size: 100,000		 DANONE S.A. EO -,25 55.00 EUR 2024-06-19 Call
 

Master data

WKN: HB9NQ7
Issuer: UniCredit
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 2024-06-19
Issue date: 2022-08-31
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.61
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.27
Implied volatility: 0.23
Historic volatility: 0.13
Parity: 0.27
Time value: 0.10
Break-even: 58.70
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 5.71%
Delta: 0.76
Theta: -0.02
Omega: 11.81
Rho: 0.05
 

Quote data

Open: 0.380
High: 0.430
Low: 0.380
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.70%
1 Month  
+11.76%
3 Months
  -50.65%
YTD
  -30.91%
1 Year
  -50.65%
3 Years     -
5 Years     -
1W High / 1W Low: 0.460 0.350
1M High / 1M Low: 0.520 0.280
6M High / 6M Low: 0.780 0.280
High (YTD): 2024-01-30 0.780
Low (YTD): 2024-04-15 0.280
52W High: 2023-05-16 0.800
52W Low: 2023-10-02 0.190
Avg. price 1W:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.375
Avg. volume 1M:   0.000
Avg. price 6M:   0.561
Avg. volume 6M:   0.000
Avg. price 1Y:   0.497
Avg. volume 1Y:   0.000
Volatility 1M:   209.19%
Volatility 6M:   125.26%
Volatility 1Y:   125.43%
Volatility 3Y:   -