UniCredit Call 6.5 BAMI 18.12.2024
/ DE000HD3XAL0
UniCredit Call 6.5 BAMI 18.12.202.../ DE000HD3XAL0 /
| 16/05/2024 16:42:46 |
Chg.+0.020 |
Bid17:35:01 |
Ask17:35:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+3.13% |
0.660
Bid Size: 10,000 |
0.680
Ask Size: 10,000 |
BANCO BPM |
6.50 EUR |
18/12/2024 |
Call |
Master data
| WKN: |
HD3XAL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 EUR |
| Maturity: |
18/12/2024 |
| Issue date: |
20/03/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
-0.03 |
| Time value: |
0.67 |
| Break-even: |
7.17 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
4.69% |
| Delta: |
0.58 |
| Theta: |
0.00 |
| Omega: |
5.58 |
| Rho: |
0.02 |
Quote data
| Open: |
0.650 |
| High: |
0.690 |
| Low: |
0.650 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
+112.90% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.480 |
| 1M High / 1M Low: |
0.640 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
