UniCredit Call 70 BSN 18.09.2024
/ DE000HD0A2R3
UniCredit Call 70 BSN 18.09.2024/ DE000HD0A2R3 /
| 2024-06-05 7:37:51 PM |
Chg.0.000 |
Bid8:00:12 PM |
Ask8:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
0.00% |
0.014
Bid Size: 25,000 |
0.025
Ask Size: 25,000 |
DANONE S.A. EO -,25 |
70.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD0A2R |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
205.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.13 |
| Parity: |
-1.04 |
| Time value: |
0.03 |
| Break-even: |
70.29 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.02 |
| Spread %: |
163.64% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
20.06 |
| Rho: |
0.02 |
Quote data
| Open: |
0.017 |
| High: |
0.019 |
| Low: |
0.015 |
| Previous Close: |
0.015 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.015 |
0.012 |
| 1M High / 1M Low: |
0.025 |
0.012 |
| 6M High / 6M Low: |
0.082 |
0.008 |
| High (YTD): |
2024-01-19 |
0.082 |
| Low (YTD): |
2024-04-15 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.038 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.13% |
| Volatility 6M: |
|
254.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
