UniCredit Call 55 BSN 18.06.2025
/ DE000HC7J9D4
UniCredit Call 55 BSN 18.06.2025/ DE000HC7J9D4 /
| 30/12/2024 12:34:58 |
Chg.+0.030 |
Bid13:48:59 |
Ask30/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+2.88% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
55.00 - |
18/06/2025 |
Call |
Master data
| WKN: |
HC7J9D |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
18/06/2025 |
| Issue date: |
21/06/2023 |
| Last trading day: |
30/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.14 |
| Historic volatility: |
0.13 |
| Parity: |
1.02 |
| Time value: |
0.06 |
| Break-even: |
65.80 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
1.89% |
| Delta: |
0.98 |
| Theta: |
0.00 |
| Omega: |
5.94 |
| Rho: |
0.21 |
Quote data
| Open: |
1.050 |
| High: |
1.080 |
| Low: |
1.050 |
| Previous Close: |
1.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.88% |
| 3 Months |
|
|
+2.88% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
+18.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.070 |
1.030 |
| 6M High / 6M Low: |
1.370 |
0.640 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
28/10/2024 |
1.370 |
| 52W Low: |
15/04/2024 |
0.540 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.044 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.883 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
13.59% |
| Volatility 6M: |
|
72.90% |
| Volatility 1Y: |
|
77.17% |
| Volatility 3Y: |
|
- |