UniCredit Call 58 BSN 19.03.2025
/ DE000HD4VT77
UniCredit Call 58 BSN 19.03.2025/ DE000HD4VT77 /
| 12/27/2024 2:37:03 PM |
Chg.-0.030 |
Bid9:59:04 PM |
Ask12/27/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-4.17% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
58.00 - |
3/19/2025 |
Call |
Master data
| WKN: |
HD4VT7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
3/19/2025 |
| Issue date: |
4/22/2024 |
| Last trading day: |
12/27/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.12 |
| Parity: |
0.68 |
| Time value: |
0.03 |
| Break-even: |
65.10 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
-0.07 |
| Spread %: |
-8.97% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
8.93 |
| Rho: |
0.11 |
Quote data
| Open: |
0.680 |
| High: |
0.700 |
| Low: |
0.680 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.48% |
| 3 Months |
|
|
-16.87% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.810 |
0.690 |
| 6M High / 6M Low: |
1.070 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.748 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.732 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.10% |
| Volatility 6M: |
|
98.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |