UniCredit Call 60 BSN 19.03.2025
/ DE000HD43EB4
UniCredit Call 60 BSN 19.03.2025/ DE000HD43EB4 /
| 09/01/2025 09:18:56 |
Chg.- |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
60.00 - |
19/03/2025 |
Call |
Master data
| WKN: |
HD43EB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
19/03/2025 |
| Issue date: |
25/03/2024 |
| Last trading day: |
09/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.13 |
| Parity: |
0.50 |
| Time value: |
0.13 |
| Break-even: |
66.30 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.56% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
8.07 |
| Rho: |
0.07 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
-16.67% |
| YTD |
|
|
+7.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.650 |
0.520 |
| 6M High / 6M Low: |
0.870 |
0.300 |
| High (YTD): |
07/01/2025 |
0.650 |
| Low (YTD): |
06/01/2025 |
0.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.597 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.42% |
| Volatility 6M: |
|
122.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |