UC WAR. CALL 12/24 BPM/ DE000HD3XAL0 /
| 2024-05-16 9:47:14 AM | Chg.+0.0100 | Bid10:38:07 AM | Ask10:38:07 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6500EUR | +1.56% | 0.6700 Bid Size: 35,000 |
0.6800 Ask Size: 35,000 |
BANCO BPM | 6.50 EUR | 2024-12-18 | Call |
Master data
| WKN: | HD3XAL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANCO BPM |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.50 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-03-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.61 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.28 |
| Parity: | -0.03 |
| Time value: | 0.67 |
| Break-even: | 7.17 |
| Moneyness: | 1.00 |
| Premium: | 0.11 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.03 |
| Spread %: | 4.69% |
| Delta: | 0.58 |
| Theta: | 0.00 |
| Omega: | 5.58 |
| Rho: | 0.02 |
Quote data
| Open: | 0.6500 |
|---|---|
| High: | 0.6500 |
| Low: | 0.6500 |
| Previous Close: | 0.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +35.42% | ||
|---|---|---|---|
| 1 Month | +103.13% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6400 | 0.4800 |
|---|---|---|
| 1M High / 1M Low: | 0.6400 | 0.3200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4990 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 162.18% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
