UC WAR. CALL 12/24 BPM/ DE000HD3ZSH5 /
| 2024-05-16 7:45:27 PM | Chg.+0.0200 | Bid8:00:14 PM | Ask8:00:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2200EUR | +10.00% | 0.2000 Bid Size: 10,000 |
0.2200 Ask Size: 10,000 |
BANCO BPM | 8.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD3ZSH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANCO BPM |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 8.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 28.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.28 |
| Parity: | -1.53 |
| Time value: | 0.23 |
| Break-even: | 8.23 |
| Moneyness: | 0.81 |
| Premium: | 0.27 |
| Premium p.a.: | 0.50 |
| Spread abs.: | 0.03 |
| Spread %: | 15.00% |
| Delta: | 0.26 |
| Theta: | 0.00 |
| Omega: | 7.42 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2200 |
| Low: | 0.2000 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +46.67% | ||
|---|---|---|---|
| 1 Month | +83.33% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2000 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.2000 | 0.1200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1619 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 181.46% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
