UC WAR. CALL 06/25 BSN/ DE000HD5HMH1 /
| 24/01/2025 17:46:19 | Chg.-0.0200 | Bid19:24:47 | Ask19:24:47 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | -2.47% | 0.7800 Bid Size: 30,000 |
0.7900 Ask Size: 30,000 |
DANONE S.A. EO -,25 | 58.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD5HMH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 58.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 13/05/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.78 |
|---|---|
| Intrinsic value: | 0.70 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.13 |
| Parity: | 0.70 |
| Time value: | 0.12 |
| Break-even: | 66.20 |
| Moneyness: | 1.12 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 2.50% |
| Delta: | 0.87 |
| Theta: | -0.01 |
| Omega: | 6.90 |
| Rho: | 0.19 |
Quote data
| Open: | 0.7600 |
|---|---|
| High: | 0.7900 |
| Low: | 0.7600 |
| Previous Close: | 0.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.47% | ||
|---|---|---|---|
| 1 Month | +2.60% | ||
| 3 Months | -15.96% | ||
| YTD | -2.47% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.8100 |
|---|---|---|
| 1M High / 1M Low: | 0.8800 | 0.7000 |
| 6M High / 6M Low: | 1.1000 | 0.4600 |
| High (YTD): | 09/01/2025 | 0.8800 |
| Low (YTD): | 14/01/2025 | 0.7000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7961 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8024 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 107.16% | |
| Volatility 6M: | 93.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |