UniCredit Call 6.5 BAMI 19.06.2024
/ DE000HC80Q53
UniCredit Call 6.5 BAMI 19.06.202.../ DE000HC80Q53 /
| 05/06/2024 10:30:17 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BANCO BPM |
6.50 - |
19/06/2024 |
Call |
Master data
| WKN: |
HC80Q5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 - |
| Maturity: |
19/06/2024 |
| Issue date: |
13/07/2023 |
| Last trading day: |
05/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
50.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
0.01 |
| Time value: |
0.12 |
| Break-even: |
6.63 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.06 |
| Spread %: |
80.56% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
26.26 |
| Rho: |
0.00 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
+106.90% |
| YTD |
|
|
+500.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.120 |
| 1M High / 1M Low: |
0.380 |
0.120 |
| 6M High / 6M Low: |
0.380 |
0.001 |
| High (YTD): |
17/05/2024 |
0.380 |
| Low (YTD): |
21/02/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.157 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.098 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
446.42% |
| Volatility 6M: |
|
1,633.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
