UC WAR. CALL 06/25 BSN/ DE000HD5HMH1 /
| 1/23/2025 9:46:18 PM | Chg.0.0000 | Bid9:59:26 PM | Ask9:59:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8100EUR | 0.00% | 0.8000 Bid Size: 15,000 |
0.8200 Ask Size: 15,000 |
DANONE S.A. EO -,25 | 58.00 - | 6/18/2025 | 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: | 6/18/2025 |
| Issue date: | 5/13/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.79 |
|---|---|
| Intrinsic value: | 0.72 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.13 |
| Parity: | 0.72 |
| Time value: | 0.09 |
| Break-even: | 66.10 |
| Moneyness: | 1.12 |
| Premium: | 0.01 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 2.53% |
| Delta: | 0.91 |
| Theta: | -0.01 |
| Omega: | 7.29 |
| Rho: | 0.20 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.8200 |
| Low: | 0.7900 |
| Previous Close: | 0.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.58% | ||
|---|---|---|---|
| 1 Month | +5.19% | ||
| 3 Months | +1.25% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.7600 |
|---|---|---|
| 1M High / 1M Low: | 0.8800 | 0.7000 |
| 6M High / 6M Low: | 1.1000 | 0.4600 |
| High (YTD): | 1/9/2025 | 0.8800 |
| Low (YTD): | 1/14/2025 | 0.7000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7939 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7998 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.94% | |
| Volatility 6M: | 93.80% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |