UC WAR. CALL 06/24 BPM/ DE000HC71YG4 /
| 2024-06-05 11:45:55 AM | Chg.- | Bid1:24:41 PM | Ask2024-06-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4400EUR | - | 0.4600 Bid Size: 20,000 |
- Ask Size: 25,000 |
BANCO BPM | 6.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC71YG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANCO BPM |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-30 |
| Last trading day: | 2024-06-05 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.41 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.28 |
| Parity: | 0.38 |
| Time value: | 0.06 |
| Break-even: | 6.44 |
| Moneyness: | 1.06 |
| Premium: | 0.01 |
| Premium p.a.: | 0.28 |
| Spread abs.: | 0.05 |
| Spread %: | 12.82% |
| Delta: | 0.82 |
| Theta: | -0.01 |
| Omega: | 11.85 |
| Rho: | 0.00 |
Quote data
| Open: | 0.5100 |
|---|---|
| High: | 0.5100 |
| Low: | 0.4400 |
| Previous Close: | 0.4800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -32.31% | ||
|---|---|---|---|
| 1 Month | -2.22% | ||
| 3 Months | +175.00% | ||
| YTD | +685.71% | ||
| 1 Year | +300.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6700 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.7700 | 0.3600 |
| 6M High / 6M Low: | 0.7700 | 0.0330 |
| High (YTD): | 2024-05-17 | 0.7700 |
| Low (YTD): | 2024-01-16 | 0.0330 |
| 52W High: | 2024-05-17 | 0.7700 |
| 52W Low: | 2024-01-16 | 0.0330 |
| Avg. price 1W: | 0.5740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5478 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2402 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1908 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 274.83% | |
| Volatility 6M: | 293.36% | |
| Volatility 1Y: | 246.66% | |
| Volatility 3Y: | - |
