UniCredit Call 5.5 BAMI 19.06.2024
/ DE000HC73V06
UniCredit Call 5.5 BAMI 19.06.202.../ DE000HC73V06 /
| 15/05/2024 11:56:22 |
Chg.+0.060 |
Bid21:59:15 |
Ask15/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
+6.19% |
-
Bid Size: - |
-
Ask Size: - |
BANCO BPM |
5.50 - |
19/06/2024 |
Call |
Master data
| WKN: |
HC73V0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 - |
| Maturity: |
19/06/2024 |
| Issue date: |
01/06/2023 |
| Last trading day: |
15/05/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.28 |
| Parity: |
0.94 |
| Time value: |
0.13 |
| Break-even: |
6.57 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
0.06 |
| Spread %: |
5.94% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
4.95 |
| Rho: |
0.00 |
Quote data
| Open: |
1.040 |
| High: |
1.070 |
| Low: |
1.030 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+32.05% |
| 3 Months |
|
|
+243.33% |
| YTD |
|
|
+692.31% |
| 1 Year |
|
|
+635.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.030 |
0.780 |
| 6M High / 6M Low: |
1.030 |
0.082 |
| High (YTD): |
15/05/2024 |
1.030 |
| Low (YTD): |
29/01/2024 |
0.082 |
| 52W High: |
15/05/2024 |
1.030 |
| 52W Low: |
29/01/2024 |
0.082 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.927 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.393 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.303 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
203.19% |
| Volatility 6M: |
|
253.82% |
| Volatility 1Y: |
|
214.69% |
| Volatility 3Y: |
|
- |
