UC WAR. CALL 06/24 BPM/ DE000HC73V06 /
| 2024-05-15 11:45:41 AM | Chg.- | Bid11:55:49 AM | Ask2024-05-15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0600EUR | - | - Bid Size: 20,000 |
- Ask Size: 20,000 |
BANCO BPM | 5.50 - | 2024-06-19 | Call |
Master data
| WKN: | HC73V0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANCO BPM |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.50 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-01 |
| Last trading day: | 2024-05-15 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.94 |
|---|---|
| Intrinsic value: | 0.94 |
| Implied volatility: | 0.97 |
| Historic volatility: | 0.28 |
| Parity: | 0.94 |
| Time value: | 0.13 |
| Break-even: | 6.57 |
| Moneyness: | 1.17 |
| Premium: | 0.02 |
| Premium p.a.: | 0.71 |
| Spread abs.: | 0.06 |
| Spread %: | 5.94% |
| Delta: | 0.82 |
| Theta: | -0.01 |
| Omega: | 4.96 |
| Rho: | 0.00 |
Quote data
| Open: | 0.9800 |
|---|---|
| High: | 1.0600 |
| Low: | 0.9800 |
| Previous Close: | 0.9800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +29.27% | ||
| 3 Months | +211.76% | ||
| YTD | +715.38% | ||
| 1 Year | +562.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.0600 | 0.7200 |
| 6M High / 6M Low: | 1.0600 | 0.0860 |
| High (YTD): | 2024-05-15 | 1.0600 |
| Low (YTD): | 2024-01-29 | 0.0860 |
| 52W High: | 2024-05-15 | 1.0600 |
| 52W Low: | 2024-01-29 | 0.0860 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.8600 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3935 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3061 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 212.00% | |
| Volatility 6M: | 241.56% | |
| Volatility 1Y: | 201.43% | |
| Volatility 3Y: | - |
