UC WAR. CALL 12/24 BPM/ DE000HD1TC73 /
| 6/5/2024 11:45:06 AM | Chg.-0.0400 | Bid1:39:50 PM | Ask1:39:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0400EUR | -1.92% | 2.0700 Bid Size: 20,000 |
2.0800 Ask Size: 20,000 |
BANCO BPM | 4.50 - | 12/18/2024 | Call |
Master data
| WKN: | HD1TC7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANCO BPM |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.50 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/11/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.04 |
|---|---|
| Intrinsic value: | 1.94 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.28 |
| Parity: | 1.94 |
| Time value: | 0.17 |
| Break-even: | 6.61 |
| Moneyness: | 1.43 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.05 |
| Spread %: | 2.43% |
| Delta: | 0.92 |
| Theta: | 0.00 |
| Omega: | 2.80 |
| Rho: | 0.02 |
Quote data
| Open: | 2.0900 |
|---|---|
| High: | 2.0900 |
| Low: | 2.0400 |
| Previous Close: | 2.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.49% | ||
|---|---|---|---|
| 1 Month | +12.09% | ||
| 3 Months | +83.78% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2600 | 2.0500 |
|---|---|---|
| 1M High / 1M Low: | 2.3400 | 1.8000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0905 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 78.35% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
