UniCredit Call 6 BAMI 18.12.2024
/ DE000HD1TC99
UniCredit Call 6 BAMI 18.12.2024/ DE000HD1TC99 /
| 2024-05-15 8:48:30 PM |
Chg.- |
Bid8:54:45 AM |
Ask8:54:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
- |
0.890
Bid Size: 4,000 |
0.920
Ask Size: 4,000 |
BANCO BPM |
6.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD1TC9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
0.40 |
| Time value: |
0.63 |
| Break-even: |
7.03 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.13 |
| Spread %: |
14.44% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
4.17 |
| Rho: |
0.02 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.900 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.58% |
| 1 Month |
|
|
+95.74% |
| 3 Months |
|
|
+736.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.710 |
| 1M High / 1M Low: |
0.920 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.717 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
