UC WAR. CALL 09/24 BSN/ DE000HC9XP68 /
| 2024-08-05 5:45:46 PM | Chg.+0.0020 | Bid7:13:58 PM | Ask7:13:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0420EUR | +5.00% | 0.0290 Bid Size: 50,000 |
0.0380 Ask Size: 50,000 |
DANONE S.A. EO -,25 | 65.00 - | 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 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 72.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.13 |
| Parity: | -0.35 |
| Time value: | 0.09 |
| Break-even: | 65.85 |
| Moneyness: | 0.95 |
| Premium: | 0.07 |
| Premium p.a.: | 0.75 |
| Spread abs.: | 0.07 |
| Spread %: | 672.73% |
| Delta: | 0.28 |
| Theta: | -0.02 |
| Omega: | 20.49 |
| Rho: | 0.02 |
Quote data
| Open: | 0.1700 |
|---|---|
| High: | 0.1700 |
| Low: | 0.0420 |
| Previous Close: | 0.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +100.00% | ||
|---|---|---|---|
| 1 Month | +50.00% | ||
| 3 Months | -12.50% | ||
| YTD | -67.69% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0400 | 0.0190 |
|---|---|---|
| 1M High / 1M Low: | 0.0400 | 0.0180 |
| 6M High / 6M Low: | 0.2000 | 0.0180 |
| High (YTD): | 2024-01-30 | 0.2100 |
| Low (YTD): | 2024-07-25 | 0.0180 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0264 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0233 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.0663 | |
| Avg. volume 6M: | 1,259.8425 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 318.87% | |
| Volatility 6M: | 220.32% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
