UC WAR. CALL 12/24 BPM/ DE000HD3XAL0 /
| 2024-06-05 9:46:08 PM | Chg.-0.0400 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5600EUR | -6.67% | 0.5200 Bid Size: 6,000 |
0.6200 Ask Size: 6,000 |
BANCO BPM | 6.50 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD3XAL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANCO BPM |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.50 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-03-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.55 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.28 |
| Parity: | -0.06 |
| Time value: | 0.62 |
| Break-even: | 7.12 |
| Moneyness: | 0.99 |
| Premium: | 0.11 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.03 |
| Spread %: | 5.08% |
| Delta: | 0.56 |
| Theta: | 0.00 |
| Omega: | 5.84 |
| Rho: | 0.02 |
Quote data
| Open: | 0.6000 |
|---|---|
| High: | 0.6000 |
| Low: | 0.5600 |
| Previous Close: | 0.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.08% | ||
|---|---|---|---|
| 1 Month | +9.80% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7200 | 0.5900 |
|---|---|---|
| 1M High / 1M Low: | 0.7800 | 0.4800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6277 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 160.86% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
