UniCredit Call 65 BSN 18.09.2024
/ DE000HC9XP68
UniCredit Call 65 BSN 18.09.2024/ DE000HC9XP68 /
| 2024-05-15 10:12:30 AM |
Chg.+0.004 |
Bid10:17:30 AM |
Ask10:17:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
+6.35% |
0.068
Bid Size: 200,000 |
0.073
Ask Size: 200,000 |
DANONE S.A. EO -,25 |
65.00 EUR |
2024-09-18 |
Call |
Master data
| WKN: |
HC9XP6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
42.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.13 |
| Parity: |
-0.56 |
| Time value: |
0.14 |
| Break-even: |
66.40 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.07 |
| Spread %: |
100.00% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
12.80 |
| Rho: |
0.06 |
Quote data
| Open: |
0.066 |
| High: |
0.067 |
| Low: |
0.066 |
| Previous Close: |
0.063 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.08% |
| 1 Month |
|
|
+123.33% |
| 3 Months |
|
|
-58.13% |
| YTD |
|
|
-48.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.063 |
| 1M High / 1M Low: |
0.077 |
0.030 |
| 6M High / 6M Low: |
0.210 |
0.030 |
| High (YTD): |
2024-01-29 |
0.210 |
| Low (YTD): |
2024-04-15 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.119 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.10% |
| Volatility 6M: |
|
185.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
