UniCredit Call 62 BSN 19.03.2025
/ DE000HD5HMG3
UniCredit Call 62 BSN 19.03.2025/ DE000HD5HMG3 /
| 24/01/2025 19:37:24 |
Chg.-0.010 |
Bid21:59:26 |
Ask21:59:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-2.50% |
0.380
Bid Size: 15,000 |
0.400
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: |
0.380 |
| High: |
0.390 |
| Low: |
0.360 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.88% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-32.76% |
| YTD |
|
|
-9.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.400 |
| 1M High / 1M Low: |
0.480 |
0.330 |
| 6M High / 6M Low: |
0.720 |
0.210 |
| High (YTD): |
07/01/2025 |
0.480 |
| Low (YTD): |
14/01/2025 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.453 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.75% |
| Volatility 6M: |
|
136.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |