UniCredit Call 5.5 BAMI 18.12.2024
/ DE000HD1YJK5
UniCredit Call 5.5 BAMI 18.12.202.../ DE000HD1YJK5 /
| 5/16/2024 3:28:25 PM |
Chg.+0.04 |
Bid4:49:46 PM |
Ask4:49:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+3.15% |
1.30
Bid Size: 25,000 |
1.31
Ask Size: 25,000 |
BANCO BPM |
5.50 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD1YJK |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 - |
| Maturity: |
12/18/2024 |
| Issue date: |
1/18/2024 |
| Last trading day: |
12/17/2024 |
| 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: |
1.29 |
| High: |
1.31 |
| Low: |
1.29 |
| Previous Close: |
1.27 |
| 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: |
1.27 |
1.01 |
| 1M High / 1M Low: |
1.27 |
0.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
