UC WAR. CALL 06/25 BSN/ DE000HC7J9F9 /
| 31/07/2024 17:45:26 | Chg.+0.0390 | Bid31/07/2024 | Ask31/07/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1200EUR | +48.15% | 0.1100 Bid Size: 50,000 |
0.1200 Ask Size: 50,000 |
DANONE S.A. EO -,25 | 70.00 - | 18/06/2025 | Call |
Master data
| WKN: | HC7J9F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 21/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 61.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.13 |
| Parity: | -1.12 |
| Time value: | 0.10 |
| Break-even: | 70.95 |
| Moneyness: | 0.84 |
| Premium: | 0.21 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.02 |
| Spread %: | 23.38% |
| Delta: | 0.20 |
| Theta: | -0.01 |
| Omega: | 12.42 |
| Rho: | 0.10 |
Quote data
| Open: | 0.0800 |
|---|---|
| High: | 0.1300 |
| Low: | 0.0800 |
| Previous Close: | 0.0810 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +60.00% | ||
|---|---|---|---|
| 1 Month | +71.43% | ||
| 3 Months | +27.66% | ||
| YTD | -25.00% | ||
| 1 Year | -25.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0860 | 0.0750 |
|---|---|---|
| 1M High / 1M Low: | 0.0900 | 0.0740 |
| 6M High / 6M Low: | 0.2300 | 0.0700 |
| High (YTD): | 30/01/2024 | 0.2400 |
| Low (YTD): | 28/06/2024 | 0.0700 |
| 52W High: | 30/01/2024 | 0.2400 |
| 52W Low: | 06/10/2023 | 0.0630 |
| Avg. price 1W: | 0.0800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0818 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1239 | |
| Avg. volume 6M: | 5.9055 | |
| Avg. price 1Y: | 0.1393 | |
| Avg. volume 1Y: | 3.9063 | |
| Volatility 1M: | 124.52% | |
| Volatility 6M: | 130.17% | |
| Volatility 1Y: | 131.75% | |
| Volatility 3Y: | - |
