UC WAR. CALL 03/25 BSN/ DE000HD4FAY8 /
| 2024-11-06 11:46:03 AM | Chg.- | Bid1:12:46 PM | Ask2024-11-06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2200EUR | - | 1.2100 Bid Size: 100,000 |
- Ask Size: 100,000 |
DANONE S.A. EO -,25 | 55.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD4FAY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-04-08 |
| Last trading day: | 2024-11-06 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.11 |
|---|---|
| Intrinsic value: | 1.05 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.12 |
| Parity: | 1.05 |
| Time value: | 0.19 |
| Break-even: | 67.40 |
| Moneyness: | 1.19 |
| Premium: | 0.03 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.15 |
| Spread %: | 13.76% |
| Delta: | 0.84 |
| Theta: | -0.02 |
| Omega: | 4.42 |
| Rho: | 0.15 |
Quote data
| Open: | 1.1500 |
|---|---|
| High: | 1.2600 |
| Low: | 1.1500 |
| Previous Close: | 1.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.02% | ||
|---|---|---|---|
| 1 Month | +14.02% | ||
| 3 Months | +54.43% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2600 | 1.1400 |
|---|---|---|
| 1M High / 1M Low: | 1.3500 | 1.0300 |
| 6M High / 6M Low: | 1.3500 | 0.5500 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1552 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8790 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 86.39% | |
| Volatility 6M: | 82.07% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
