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UniCredit Call 70 BSN 18.06.2025/  DE000HC7J9F9  /

EUWAX
2024-07-08  9:56:38 AM Chg.+0.004 Bid10:36:24 AM Ask10:36:24 AM Underlying Strike price Expiration date Option type
0.085EUR +4.94% 0.088
Bid Size: 200,000		 0.093
Ask Size: 200,000		 DANONE S.A. EO -,25 70.00 - 2025-06-18 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: 2025-06-18
Issue date: 2023-06-21
Last trading day: 2025-06-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 61.00
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.13
Parity: -1.14
Time value: 0.10
Break-even: 70.96
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 23.08%
Delta: 0.20
Theta: 0.00
Omega: 12.24
Rho: 0.10
 

Quote data

Open: 0.085
High: 0.085
Low: 0.085
Previous Close: 0.081
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.39%
1 Month
  -34.62%
3 Months  
+6.25%
YTD
  -46.88%
1 Year
  -50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.075
1M High / 1M Low: 0.130 0.052
6M High / 6M Low: 0.240 0.052
High (YTD): 2024-01-19 0.240
Low (YTD): 2024-06-28 0.052
52W High: 2024-01-19 0.240
52W Low: 2024-06-28 0.052
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.096
Avg. volume 1M:   0.000
Avg. price 6M:   0.138
Avg. volume 6M:   0.000
Avg. price 1Y:   0.136
Avg. volume 1Y:   0.000
Volatility 1M:   291.27%
Volatility 6M:   165.33%
Volatility 1Y:   175.29%
Volatility 3Y:   -