UC WAR. CALL 12/24 4BE/ DE000HD1TCR5 /
| 2024-09-20 11:45:06 AM | Chg.- | Bid1:16:55 PM | Ask2024-09-20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0400EUR | - | 1.0800 Bid Size: 35,000 |
- Ask Size: 40,000 |
BPER BANCA | 4.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1TCR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BPER BANCA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-09-20 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.99 |
|---|---|
| Intrinsic value: | 0.93 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.32 |
| Parity: | 0.93 |
| Time value: | 0.12 |
| Break-even: | 5.05 |
| Moneyness: | 1.23 |
| Premium: | 0.02 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.04 |
| Spread %: | 3.96% |
| Delta: | 0.86 |
| Theta: | 0.00 |
| Omega: | 4.05 |
| Rho: | 0.01 |
Quote data
| Open: | 1.0400 |
|---|---|
| High: | 1.0600 |
| Low: | 1.0400 |
| Previous Close: | 1.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.05% | ||
|---|---|---|---|
| 1 Month | -7.14% | ||
| 3 Months | +22.35% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0600 | 0.9800 |
|---|---|---|
| 1M High / 1M Low: | 1.1800 | 0.9000 |
| 6M High / 6M Low: | 1.6000 | 0.4700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0381 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0098 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 92.14% | |
| Volatility 6M: | 126.30% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
