UniCredit Call 4.5 BAMI 18.12.2024
/ DE000HD1TC73
UniCredit Call 4.5 BAMI 18.12.202.../ DE000HD1TC73 /
| 6/5/2024 10:57:43 AM |
Chg.-0.040 |
Bid11:28:48 AM |
Ask11:28:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-1.95% |
2.010
Bid Size: 20,000 |
2.020
Ask Size: 20,000 |
BANCO BPM |
4.50 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD1TC7 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 - |
| Maturity: |
12/18/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.94 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
1.94 |
| Time value: |
0.17 |
| Break-even: |
6.61 |
| Moneyness: |
1.43 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
2.43% |
| Delta: |
0.92 |
| Theta: |
0.00 |
| Omega: |
2.80 |
| Rho: |
0.02 |
Quote data
| Open: |
2.030 |
| High: |
2.030 |
| Low: |
2.010 |
| Previous Close: |
2.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.95% |
| 1 Month |
|
|
+11.05% |
| 3 Months |
|
|
+81.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
2.050 |
| 1M High / 1M Low: |
2.340 |
1.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.150 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
