UniCredit Call 6 BAMI 18.12.2024
/ DE000HD1TC99
UniCredit Call 6 BAMI 18.12.2024/ DE000HD1TC99 /
| 31/05/2024 19:30:20 |
Chg.0.000 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
0.00% |
1.030
Bid Size: 3,000 |
1.060
Ask Size: 3,000 |
BANCO BPM |
6.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD1TC9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
0.60 |
| Time value: |
0.46 |
| Break-even: |
7.06 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.11 |
| Spread %: |
11.58% |
| Delta: |
0.72 |
| Theta: |
0.00 |
| Omega: |
4.49 |
| Rho: |
0.02 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
0.980 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.89% |
| 1 Month |
|
|
+35.14% |
| 3 Months |
|
|
+257.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.860 |
| 1M High / 1M Low: |
1.090 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
