UniCredit Call 5 BAMI 19.06.2024
/ DE000HC71YF6
UniCredit Call 5 BAMI 19.06.2024/ DE000HC71YF6 /
| 2024-04-29 7:34:18 PM |
Chg.-0.060 |
Bid9:30:07 PM |
Ask9:30:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.220EUR |
-4.69% |
1.210
Bid Size: 3,000 |
1.250
Ask Size: 3,000 |
BANCO BPM |
5.00 EUR |
2024-06-19 |
Call |
Master data
| WKN: |
HC71YF |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 EUR |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-05-30 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.29 |
| Parity: |
1.22 |
| Time value: |
0.12 |
| Break-even: |
6.34 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
3.08% |
| Delta: |
0.87 |
| Theta: |
0.00 |
| Omega: |
4.04 |
| Rho: |
0.01 |
Quote data
| Open: |
1.310 |
| High: |
1.310 |
| Low: |
1.210 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.61% |
| 1 Month |
|
|
+4.27% |
| 3 Months |
|
|
+454.55% |
| YTD |
|
|
+351.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.020 |
| 1M High / 1M Low: |
1.360 |
1.020 |
| 6M High / 6M Low: |
1.360 |
0.220 |
| High (YTD): |
2024-04-19 |
1.360 |
| Low (YTD): |
2024-01-29 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.219 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.598 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.64% |
| Volatility 6M: |
|
185.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
