UniCredit Call 7.5 BAMI 18.12.202.../  DE000HD4YTD3  /

EUWAX
2024-10-01  9:46:39 AM Chg.- Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.014EUR - -
Bid Size: -
-
Ask Size: -
BANCO BPM 7.50 - 2024-12-18 Call
 

Master data

WKN: HD4YTD
Issuer: UniCredit
Currency: EUR
Underlying: BANCO BPM
Type: Warrant
Option type: Call
Strike price: 7.50 -
Maturity: 2024-12-18
Issue date: 2024-04-24
Last trading day: 2024-10-01
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 441.57
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -1.32
Time value: 0.01
Break-even: 7.51
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 3.41
Spread abs.: 0.01
Spread %: 1,300.00%
Delta: 0.05
Theta: 0.00
Omega: 22.32
Rho: 0.00
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.005
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+180.00%
3 Months
  -90.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.014 0.005
6M High / 6M Low: 0.360 0.005
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.127
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   602.87%
Volatility 1Y:   -
Volatility 3Y:   -