UniCredit Call 70 BSN 18.06.2025/  DE000HC7J9F9  /

EUWAX
9/6/2024  8:57:44 PM Chg.+0.040 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.220EUR +22.22% -
Bid Size: -
-
Ask Size: -
DANONE S.A. EO -,25 70.00 - 6/18/2025 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: 6/18/2025
Issue date: 6/21/2023
Last trading day: 6/17/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.91
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.13
Parity: -0.56
Time value: 0.19
Break-even: 71.90
Moneyness: 0.92
Premium: 0.12
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.36
Theta: -0.01
Omega: 12.15
Rho: 0.17
 

Quote data

Open: 0.190
High: 0.230
Low: 0.190
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+46.67%
1 Month  
+83.33%
3 Months  
+69.23%
YTD  
+37.50%
1 Year  
+175.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.140
1M High / 1M Low: 0.220 0.089
6M High / 6M Low: 0.220 0.052
High (YTD): 1/19/2024 0.240
Low (YTD): 6/28/2024 0.052
52W High: 1/19/2024 0.240
52W Low: 6/28/2024 0.052
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   0.132
Avg. volume 1Y:   0.000
Volatility 1M:   157.98%
Volatility 6M:   212.15%
Volatility 1Y:   196.02%
Volatility 3Y:   -