UC WAR. CALL 12/24 BPM/ DE000HD1TC81 /
2024-05-15 9:46:46 PM | Chg.+0.0500 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.6900EUR | +3.05% | 1.6900 Bid Size: 3,000 |
1.7200 Ask Size: 3,000 |
BANCO BPM | 5.00 - | 2024-12-18 | Call |
Master data
WKN: | HD1TC8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BANCO BPM |
Type: | Warrant |
Option type: | Call |
Strike price: | 5.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2024-01-11 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 3.62 |
Leverage: | Yes |
Calculated values
Fair value: | 1.58 |
---|---|
Intrinsic value: | 1.40 |
Implied volatility: | 0.46 |
Historic volatility: | 0.28 |
Parity: | 1.40 |
Time value: | 0.37 |
Break-even: | 6.77 |
Moneyness: | 1.28 |
Premium: | 0.06 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.13 |
Spread %: | 7.93% |
Delta: | 0.83 |
Theta: | 0.00 |
Omega: | 2.99 |
Rho: | 0.02 |
Quote data
Open: | 1.6400 |
---|---|
High: | 1.7100 |
Low: | 1.6400 |
Previous Close: | 1.6400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +22.46% | ||
---|---|---|---|
1 Month | +48.25% | ||
3 Months | +397.06% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6900 | 1.3800 |
---|---|---|
1M High / 1M Low: | 1.6900 | 1.1400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.5240 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4110 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 93.72% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |