UniCredit Call 6.8 BAMI 19.06.2024
/ DE000HD58SL1
UniCredit Call 6.8 BAMI 19.06.202.../ DE000HD58SL1 /
| 6/10/2024 7:41:09 PM |
Chg.-0.033 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
-61.11% |
0.017
Bid Size: 10,000 |
0.043
Ask Size: 10,000 |
BANCO BPM |
6.80 - |
6/19/2024 |
Call |
Master data
| WKN: |
HD58SL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.80 - |
| Maturity: |
6/19/2024 |
| Issue date: |
5/3/2024 |
| Last trading day: |
6/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
98.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
-0.29 |
| Time value: |
0.07 |
| Break-even: |
6.87 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
7.88 |
| Spread abs.: |
0.03 |
| Spread %: |
65.00% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
26.05 |
| Rho: |
0.00 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.019 |
| Previous Close: |
0.054 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.25% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.021 |
| 1M High / 1M Low: |
0.220 |
0.021 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
613.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
