UC WAR. CALL 12/24 BPM/ DE000HD1TC73 /
| 06/06/2024 13:46:29 | Chg.+0.0300 | Bid15:06:05 | Ask15:06:05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0500EUR | +1.49% | 2.1200 Bid Size: 20,000 |
2.1300 Ask Size: 20,000 |
BANCO BPM | 4.50 - | 18/12/2024 | Call |
Master data
| WKN: | HD1TC7 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANCO BPM |
| 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: | 2.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.99 |
|---|---|
| Intrinsic value: | 1.88 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.28 |
| Parity: | 1.88 |
| Time value: | 0.26 |
| Break-even: | 6.64 |
| Moneyness: | 1.42 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.20 |
| Spread %: | 10.31% |
| Delta: | 0.88 |
| Theta: | 0.00 |
| Omega: | 2.62 |
| Rho: | 0.02 |
Quote data
| Open: | 2.1000 |
|---|---|
| High: | 2.1000 |
| Low: | 1.9800 |
| Previous Close: | 2.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.48% | ||
|---|---|---|---|
| 1 Month | +10.22% | ||
| 3 Months | +83.04% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2600 | 2.0200 |
|---|---|---|
| 1M High / 1M Low: | 2.3400 | 1.8000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0874 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 77.38% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
