UniCredit Call 6 BAMI 19.06.2024
/ DE000HC71YG4
UniCredit Call 6 BAMI 19.06.2024/ DE000HC71YG4 /
| 2024-06-05 12:34:35 PM |
Chg.-0.030 |
Bid9:59:21 PM |
Ask2024-06-05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-6.25% |
0.390
Bid Size: 8,000 |
-
Ask Size: - |
BANCO BPM |
6.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC71YG |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-05-30 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.28 |
| Parity: |
0.44 |
| Time value: |
0.07 |
| Break-even: |
6.51 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
10.13 |
| Rho: |
0.00 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.430 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.16% |
| 1 Month |
|
|
+7.14% |
| 3 Months |
|
|
+181.25% |
| YTD |
|
|
+818.37% |
| 1 Year |
|
|
+350.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.480 |
| 1M High / 1M Low: |
0.770 |
0.350 |
| 6M High / 6M Low: |
0.770 |
0.021 |
| High (YTD): |
2024-05-17 |
0.770 |
| Low (YTD): |
2024-01-29 |
0.021 |
| 52W High: |
2024-05-17 |
0.770 |
| 52W Low: |
2024-01-29 |
0.021 |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.546 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.231 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.182 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
262.41% |
| Volatility 6M: |
|
377.10% |
| Volatility 1Y: |
|
302.50% |
| Volatility 3Y: |
|
- |
