UniCredit Call 62 BSN 18.12.2024
/ DE000HD53TP1
UniCredit Call 62 BSN 18.12.2024/ DE000HD53TP1 /
| 11/6/2024 9:11:59 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
62.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD53TP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
11/6/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.12 |
| Parity: |
0.33 |
| Time value: |
0.17 |
| Break-even: |
67.00 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.14 |
| Spread %: |
38.89% |
| Delta: |
0.70 |
| Theta: |
-0.04 |
| Omega: |
9.14 |
| Rho: |
0.04 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.63% |
| 3 Months |
|
|
+140.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.590 |
0.320 |
| 6M High / 6M Low: |
0.590 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.444 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.47% |
| Volatility 6M: |
|
194.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
