UC WAR. CALL 12/24 BPM/ DE000HD1TC99 /
| 05/06/2024 21:45:03 | Chg.-0.0400 | Bid21:59:08 | Ask21:59:08 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8300EUR | -4.60% | 0.7900 Bid Size: 4,000 |
0.8900 Ask Size: 4,000 |
BANCO BPM | 6.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD1TC9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANCO BPM |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.83 |
|---|---|
| Intrinsic value: | 0.44 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.28 |
| Parity: | 0.44 |
| Time value: | 0.46 |
| Break-even: | 6.90 |
| Moneyness: | 1.07 |
| Premium: | 0.07 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 3.45% |
| Delta: | 0.69 |
| Theta: | 0.00 |
| Omega: | 4.94 |
| Rho: | 0.02 |
Quote data
| Open: | 0.8800 |
|---|---|
| High: | 0.8800 |
| Low: | 0.8300 |
| Previous Close: | 0.8700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.49% | ||
|---|---|---|---|
| 1 Month | +13.70% | ||
| 3 Months | +176.67% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0200 | 0.8600 |
|---|---|---|
| 1M High / 1M Low: | 1.0900 | 0.7000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9018 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 139.69% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
