UniCredit Call 58 BSN 18.09.2024
/ DE000HD3B803
UniCredit Call 58 BSN 18.09.2024/ DE000HD3B803 /
| 2024-05-14 8:03:42 PM |
Chg.-0.030 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-7.50% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
58.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD3B80 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.13 |
| Parity: |
0.20 |
| Time value: |
0.22 |
| Break-even: |
62.20 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
9.80 |
| Rho: |
0.13 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.360 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.12% |
| 1 Month |
|
|
+85.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.330 |
| 1M High / 1M Low: |
0.400 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.286 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
