UniCredit Call 4.5 BAMI 18.12.2024
/ DE000HD1TC73
UniCredit Call 4.5 BAMI 18.12.202.../ DE000HD1TC73 /
2024-05-16 9:50:56 AM |
Chg.+0.010 |
Bid9:59:48 AM |
Ask9:59:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.130EUR |
+0.47% |
2.130 Bid Size: 20,000 |
2.140 Ask Size: 20,000 |
BANCO BPM |
4.50 - |
2024-12-18 |
Call |
Master data
WKN: |
HD1TC7 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BANCO BPM |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.50 - |
Maturity: |
2024-12-18 |
Issue date: |
2024-01-11 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.09 |
Intrinsic value: |
1.97 |
Implied volatility: |
0.43 |
Historic volatility: |
0.28 |
Parity: |
1.97 |
Time value: |
0.21 |
Break-even: |
6.68 |
Moneyness: |
1.44 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.06 |
Spread %: |
2.83% |
Delta: |
0.91 |
Theta: |
0.00 |
Omega: |
2.69 |
Rho: |
0.02 |
Quote data
Open: |
2.130 |
High: |
2.130 |
Low: |
2.130 |
Previous Close: |
2.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.33% |
1 Month |
|
|
+30.67% |
3 Months |
|
|
+261.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.120 |
1.800 |
1M High / 1M Low: |
2.120 |
1.610 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.940 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.841 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |