UC WAR. CALL 06/24 BPM/ DE000HC80Q53 /
| 2024-06-05 1:45:03 PM | Chg.- | Bid2:19:38 PM | Ask2024-06-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1300EUR | - | 0.1300 Bid Size: 45,000 |
- Ask Size: 50,000 |
BANCO BPM | 6.50 - | 2024-06-19 | Call |
Master data
| WKN: | HC80Q5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANCO BPM |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.50 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-07-13 |
| Last trading day: | 2024-06-05 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 49.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.28 |
| Parity: | -0.06 |
| Time value: | 0.13 |
| Break-even: | 6.63 |
| Moneyness: | 0.99 |
| Premium: | 0.03 |
| Premium p.a.: | 2.82 |
| Spread abs.: | 0.06 |
| Spread %: | 80.56% |
| Delta: | 0.45 |
| Theta: | -0.01 |
| Omega: | 22.51 |
| Rho: | 0.00 |
Quote data
| Open: | 0.1500 |
|---|---|
| High: | 0.1500 |
| Low: | 0.1200 |
| Previous Close: | 0.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.33% | ||
|---|---|---|---|
| 1 Month | -27.78% | ||
| 3 Months | +94.03% | ||
| YTD | +519.05% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1500 | 0.1300 |
|---|---|---|
| 1M High / 1M Low: | 0.3800 | 0.1300 |
| 6M High / 6M Low: | 0.3800 | 0.0010 |
| High (YTD): | 2024-05-17 | 0.3800 |
| Low (YTD): | 2024-02-20 | 0.0010 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2344 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1036 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 430.13% | |
| Volatility 6M: | 1,008.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
