UC WAR. CALL 12/24 4BE/ DE000HD1TCS3 /
| 07/06/2024 21:47:03 | Chg.+0.0200 | Bid21:59:15 | Ask21:59:15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7800EUR | +2.63% | 0.7600 Bid Size: 6,000 |
0.8000 Ask Size: 6,000 |
BPER BANCA | 4.50 - | 18/12/2024 | Call |
Master data
| WKN: | HD1TCS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BPER BANCA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.50 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.73 |
|---|---|
| Intrinsic value: | 0.42 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.32 |
| Parity: | 0.42 |
| Time value: | 0.38 |
| Break-even: | 5.30 |
| Moneyness: | 1.09 |
| Premium: | 0.08 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.04 |
| Spread %: | 5.26% |
| Delta: | 0.70 |
| Theta: | 0.00 |
| Omega: | 4.32 |
| Rho: | 0.01 |
Quote data
| Open: | 0.7600 |
|---|---|
| High: | 0.7800 |
| Low: | 0.7300 |
| Previous Close: | 0.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.88% | ||
|---|---|---|---|
| 1 Month | +52.94% | ||
| 3 Months | +358.82% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8100 | 0.6900 |
|---|---|---|
| 1M High / 1M Low: | 0.8700 | 0.4900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7245 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 157.25% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
