UC WAR. CALL 12/24 BPM/ DE000HD35VY6 /
| 6/5/2024 9:00:43 AM | Chg.0.0000 | Bid9:03:03 AM | Ask9:03:03 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4000EUR | 0.00% | 0.3900 Bid Size: 14,000 |
0.4100 Ask Size: 14,000 |
BANCO BPM | 7.00 EUR | 12/18/2024 | Call |
Master data
| WKN: | HD35VY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANCO BPM |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.00 EUR |
| Maturity: | 12/18/2024 |
| Issue date: | 2/28/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.42 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.28 |
| Parity: | -0.42 |
| Time value: | 0.47 |
| Break-even: | 7.47 |
| Moneyness: | 0.94 |
| Premium: | 0.13 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.03 |
| Spread %: | 6.82% |
| Delta: | 0.47 |
| Theta: | 0.00 |
| Omega: | 6.60 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4000 |
|---|---|
| High: | 0.4000 |
| Low: | 0.4000 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +17.65% | ||
| 3 Months | +166.67% | ||
| 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: | - |
