OverviewChartNewsTraderScreen

UniCredit Call 70 BSN 18.06.2025/  DE000HC7J9F9  /

EUWAX
8/15/2024  10:13:37 AM Chg.0.000 Bid2:40:09 PM Ask2:40:09 PM Underlying Strike price Expiration date Option type
0.100EUR 0.00% 0.095
Bid Size: 200,000		 0.100
Ask Size: 200,000		 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: 50.52
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.13
Parity: -0.94
Time value: 0.12
Break-even: 71.20
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 20.00%
Delta: 0.24
Theta: -0.01
Omega: 12.31
Rho: 0.11
 

Quote data

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

Performance

1 Week
  -16.67%
1 Month  
+42.86%
3 Months
  -28.57%
YTD
  -37.50%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.130 0.060
6M High / 6M Low: 0.210 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:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.110
Avg. volume 6M:   0.000
Avg. price 1Y:   0.130
Avg. volume 1Y:   0.000
Volatility 1M:   314.31%
Volatility 6M:   210.74%
Volatility 1Y:   194.79%
Volatility 3Y:   -