UC WAR. CALL 12/24 BPM/ DE000HD1YJK5 /
| 2024-05-16 5:47:01 PM | Chg.+0.0300 | Bid2024-05-16 | Ask2024-05-16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3100EUR | +2.34% | 1.2900 Bid Size: 6,000 |
1.3100 Ask Size: 6,000 |
BANCO BPM | 5.50 - | 2024-12-18 | Call |
Master data
| WKN: | HD1YJK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANCO BPM |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.50 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-18 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.23 |
|---|---|
| Intrinsic value: | 0.97 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.28 |
| Parity: | 0.97 |
| Time value: | 0.34 |
| Break-even: | 6.81 |
| Moneyness: | 1.18 |
| Premium: | 0.05 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 2.34% |
| Delta: | 0.80 |
| Theta: | 0.00 |
| Omega: | 3.95 |
| Rho: | 0.02 |
Quote data
| Open: | 1.2800 |
|---|---|
| High: | 1.3400 |
| Low: | 1.2800 |
| Previous Close: | 1.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +29.70% | ||
|---|---|---|---|
| 1 Month | +84.51% | ||
| 3 Months | +555.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2800 | 1.0100 |
|---|---|---|
| 1M High / 1M Low: | 1.2800 | 0.7100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0224 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 108.98% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
