UniCredit Call 70 BNP 18.06.2025/  DE000HC7NUG1  /

EUWAX
08/11/2024  20:48:18 Chg.-0.030 Bid21:52:00 Ask21:52:00 Underlying Strike price Expiration date Option type
0.100EUR -23.08% 0.090
Bid Size: 40,000
0.099
Ask Size: 40,000
BNP PARIBAS INH. ... 70.00 - 18/06/2025 Call
 

Master data

WKN: HC7NUG
Issuer: UniCredit
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 18/06/2025
Issue date: 26/06/2023
Last trading day: 17/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 45.42
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.23
Parity: -1.10
Time value: 0.13
Break-even: 71.30
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.36
Spread abs.: 0.06
Spread %: 85.71%
Delta: 0.23
Theta: -0.01
Omega: 10.37
Rho: 0.07
 

Quote data

Open: 0.092
High: 0.100
Low: 0.090
Previous Close: 0.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -52.38%
1 Month
  -50.00%
3 Months
  -54.55%
YTD
  -72.22%
1 Year
  -44.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.130
1M High / 1M Low: 0.340 0.130
6M High / 6M Low: 0.700 0.130
High (YTD): 20/05/2024 0.700
Low (YTD): 13/02/2024 0.079
52W High: 20/05/2024 0.700
52W Low: 13/02/2024 0.079
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.332
Avg. volume 6M:   2,290.076
Avg. price 1Y:   0.301
Avg. volume 1Y:   1,176.471
Volatility 1M:   187.13%
Volatility 6M:   174.40%
Volatility 1Y:   165.08%
Volatility 3Y:   -