UC WAR. CALL 03/25 BSN/ DE000HD5HMG3 /
| 24/01/2025 21:46:11 | Chg.-0.0200 | Bid21:59:26 | Ask21:59:26 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -4.88% | 0.3800 Bid Size: 15,000 |
0.4000 Ask Size: 15,000 |
DANONE S.A. EO -,25 | 62.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD5HMG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 62.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 13/05/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.30 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.13 |
| Parity: | 0.30 |
| Time value: | 0.12 |
| Break-even: | 66.20 |
| Moneyness: | 1.05 |
| Premium: | 0.02 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.02 |
| Spread %: | 5.00% |
| Delta: | 0.74 |
| Theta: | -0.02 |
| Omega: | 11.49 |
| Rho: | 0.07 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.3900 |
| Low: | 0.3700 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.14% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -32.76% | ||
| YTD | -7.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.4400 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.4800 | 0.3300 |
| 6M High / 6M Low: | 0.7200 | 0.2200 |
| High (YTD): | 09/01/2025 | 0.4800 |
| Low (YTD): | 14/01/2025 | 0.3300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4083 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4576 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 189.54% | |
| Volatility 6M: | 140.12% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |