UniCredit Call 4 BAMI 18.12.2024
/ DE000HD1TC65
UniCredit Call 4 BAMI 18.12.2024/ DE000HD1TC65 /
| 2024-05-16 10:19:48 AM |
Chg.+0.03 |
Bid1:22:42 PM |
Ask1:22:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
+1.16% |
2.67
Bid Size: 20,000 |
-
Ask Size: - |
BANCO BPM |
4.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD1TC6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
2.47 |
| Time value: |
0.11 |
| Break-even: |
6.58 |
| Moneyness: |
1.62 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
2.44 |
| Rho: |
0.02 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.00% |
| 1 Month |
|
|
+22.54% |
| 3 Months |
|
|
+171.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.58 |
2.25 |
| 1M High / 1M Low: |
2.58 |
2.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
