UniCredit Call 6 BAMI 18.12.2024
/ DE000HD1TC99
UniCredit Call 6 BAMI 18.12.2024/ DE000HD1TC99 /
| 05/06/2024 18:07:40 |
Chg.-0.040 |
Bid05/06/2024 |
Ask05/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-4.65% |
0.820
Bid Size: 8,000 |
0.830
Ask Size: 8,000 |
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: |
7.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
0.44 |
| Time value: |
0.46 |
| Break-even: |
6.90 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
3.45% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
4.94 |
| Rho: |
0.02 |
Quote data
| Open: |
0.840 |
| High: |
0.850 |
| Low: |
0.820 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.75% |
| 1 Month |
|
|
+12.33% |
| 3 Months |
|
|
+173.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.860 |
| 1M High / 1M Low: |
1.090 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.938 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.894 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
