UniCredit Call 4.5 BPE 18.12.2024
/ DE000HD1TCS3
UniCredit Call 4.5 BPE 18.12.2024/ DE000HD1TCS3 /
| 5/17/2024 7:41:35 PM |
Chg.+0.110 |
Bid8:25:47 PM |
Ask8:25:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+14.47% |
0.870
Bid Size: 6,000 |
0.890
Ask Size: 6,000 |
BPER BANCA |
4.50 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD1TCS |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BPER BANCA |
| 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: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.31 |
| Parity: |
0.79 |
| Time value: |
0.11 |
| Break-even: |
5.40 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
3.45% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
5.71 |
| Rho: |
0.02 |
Quote data
| Open: |
0.820 |
| High: |
0.870 |
| Low: |
0.820 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.55% |
| 1 Month |
|
|
+155.88% |
| 3 Months |
|
|
+690.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.490 |
| 1M High / 1M Low: |
0.870 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.548 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
