UC WAR. CALL 12/24 BPM/ DE000HD1YJK5 /
| 6/5/2024 9:45:30 PM | Chg.-0.0500 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1700EUR | -4.10% | 1.1400 Bid Size: 3,000 |
1.2400 Ask Size: 3,000 |
BANCO BPM | 5.50 - | 12/18/2024 | Call |
Master data
| WKN: | HD1YJK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANCO BPM |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.50 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/18/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.17 |
|---|---|
| Intrinsic value: | 0.94 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.28 |
| Parity: | 0.94 |
| Time value: | 0.30 |
| Break-even: | 6.74 |
| Moneyness: | 1.17 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 2.48% |
| Delta: | 0.80 |
| Theta: | 0.00 |
| Omega: | 4.16 |
| Rho: | 0.02 |
Quote data
| Open: | 1.2400 |
|---|---|
| High: | 1.2400 |
| Low: | 1.1700 |
| Previous Close: | 1.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.31% | ||
|---|---|---|---|
| 1 Month | +13.59% | ||
| 3 Months | +160.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3900 | 1.2100 |
|---|---|---|
| 1M High / 1M Low: | 1.4700 | 1.0100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2477 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 115.92% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
