UC WAR. CALL 01/25 DDN/ DE000HC79NB1 /
| 8/9/2024 9:41:24 PM | Chg.-0.0500 | Bid9:56:06 PM | Ask9:56:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3700EUR | -11.90% | 0.3600 Bid Size: 25,000 |
0.3700 Ask Size: 25,000 |
Darden Restaurants I... | 160.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC79NB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Darden Restaurants Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 6/9/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 35.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.18 |
| Parity: | -2.89 |
| Time value: | 0.37 |
| Break-even: | 163.70 |
| Moneyness: | 0.82 |
| Premium: | 0.25 |
| Premium p.a.: | 0.67 |
| Spread abs.: | 0.01 |
| Spread %: | 2.78% |
| Delta: | 0.24 |
| Theta: | -0.03 |
| Omega: | 8.46 |
| Rho: | 0.12 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3700 |
| Previous Close: | 0.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.50% | ||
|---|---|---|---|
| 1 Month | +23.33% | ||
| 3 Months | -46.38% | ||
| YTD | -79.21% | ||
| 1 Year | -82.63% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4300 | 0.3700 |
|---|---|---|
| 1M High / 1M Low: | 0.5700 | 0.3000 |
| 6M High / 6M Low: | 2.4100 | 0.2700 |
| High (YTD): | 3/6/2024 | 2.4100 |
| Low (YTD): | 7/10/2024 | 0.2700 |
| 52W High: | 3/6/2024 | 2.4100 |
| 52W Low: | 7/10/2024 | 0.2700 |
| Avg. price 1W: | 0.3960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4036 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0425 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.2799 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 228.32% | |
| Volatility 6M: | 163.11% | |
| Volatility 1Y: | 129.37% | |
| Volatility 3Y: | - |
