UC WAR. CALL 12/24 BPM/ DE000HD35VY6 /
| 2024-06-05 11:46:23 AM | Chg.-0.0200 | Bid12:26:07 PM | Ask12:26:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | -5.00% | 0.3800 Bid Size: 50,000 |
0.3900 Ask Size: 50,000 |
BANCO BPM | 7.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD35VY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANCO BPM |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-28 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.28 |
| Parity: | -0.56 |
| Time value: | 0.42 |
| Break-even: | 7.42 |
| Moneyness: | 0.92 |
| Premium: | 0.15 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.03 |
| Spread %: | 7.69% |
| Delta: | 0.44 |
| Theta: | 0.00 |
| Omega: | 6.67 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3800 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.00% | ||
|---|---|---|---|
| 1 Month | +11.76% | ||
| 3 Months | +153.33% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | 0.5300 | 0.3200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4282 | |
| Avg. volume 1M: | 86.7273 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 173.30% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
