UniCredit Call 64 BSN 18.09.2024
/ DE000HD627N2
UniCredit Call 64 BSN 18.09.2024/ DE000HD627N2 /
| 2024-06-28 7:40:04 PM |
Chg.+0.001 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
+4.35% |
0.019
Bid Size: 15,000 |
0.087
Ask Size: 15,000 |
DANONE S.A. EO -,25 |
64.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD627N |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
65.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.13 |
| Parity: |
-0.69 |
| Time value: |
0.09 |
| Break-even: |
64.87 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.07 |
| Spread %: |
357.89% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
14.49 |
| Rho: |
0.03 |
Quote data
| Open: |
0.023 |
| High: |
0.027 |
| Low: |
0.022 |
| Previous Close: |
0.023 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.02% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.023 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
