UC WAR. CALL 12/24 BPM/ DE000HD1TC99 /
| 16/05/2024 17:45:50 | Chg.+0.0300 | Bid18:00:20 | Ask18:00:20 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9600EUR | +3.23% | 0.9400 Bid Size: 8,000 |
0.9600 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: | 6.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.89 |
|---|---|
| Intrinsic value: | 0.47 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.28 |
| Parity: | 0.47 |
| Time value: | 0.49 |
| Break-even: | 6.96 |
| Moneyness: | 1.08 |
| Premium: | 0.08 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 3.23% |
| Delta: | 0.70 |
| Theta: | 0.00 |
| Omega: | 4.70 |
| Rho: | 0.02 |
Quote data
| Open: | 0.9300 |
|---|---|
| High: | 0.9800 |
| Low: | 0.9300 |
| Previous Close: | 0.9300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +37.14% | ||
|---|---|---|---|
| 1 Month | +100.00% | ||
| 3 Months | +700.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9300 | 0.7000 |
|---|---|---|
| 1M High / 1M Low: | 0.9300 | 0.4800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7238 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 135.47% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
