UC WAR. CALL 03/25 BSN/ DE000HD4VT77 /
| 27/12/2024 11:46:31 | Chg.- | Bid14:29:55 | Ask12:00:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7000EUR | - | 0.6900 Bid Size: 100,000 |
- Ask Size: 100,000 |
DANONE S.A. EO -,25 | 58.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD4VT7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 58.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 22/04/2024 |
| Last trading day: | 27/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.68 |
| Implied volatility: | 0.13 |
| Historic volatility: | 0.12 |
| Parity: | 0.68 |
| Time value: | 0.03 |
| Break-even: | 65.10 |
| Moneyness: | 1.12 |
| Premium: | 0.01 |
| Premium p.a.: | 0.03 |
| Spread abs.: | -0.07 |
| Spread %: | -8.97% |
| Delta: | 0.98 |
| Theta: | -0.01 |
| Omega: | 8.93 |
| Rho: | 0.11 |
Quote data
| Open: | 0.6400 |
|---|---|
| High: | 0.7000 |
| Low: | 0.6400 |
| Previous Close: | 0.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -4.11% | ||
| 3 Months | -16.67% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.8100 | 0.7000 |
| 6M High / 6M Low: | 1.0700 | 0.4000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.7467 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7354 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 78.73% | |
| Volatility 6M: | 95.68% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |