UC WAR. CALL 06/25 4BE/ DE000HD6L862 /
| 2024-09-18 7:46:34 PM | Chg.+0.0070 | Bid8:03:44 PM | Ask8:03:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0980EUR | +7.69% | 0.0900 Bid Size: 12,000 |
0.1100 Ask Size: 12,000 |
BPER BANCA | 7.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD6L86 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BPER BANCA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 7.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-06-26 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 44.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.32 |
| Parity: | -2.12 |
| Time value: | 0.11 |
| Break-even: | 7.11 |
| Moneyness: | 0.70 |
| Premium: | 0.46 |
| Premium p.a.: | 0.65 |
| Spread abs.: | 0.04 |
| Spread %: | 57.14% |
| Delta: | 0.16 |
| Theta: | 0.00 |
| Omega: | 7.24 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0700 |
|---|---|
| High: | 0.1000 |
| Low: | 0.0700 |
| Previous Close: | 0.0910 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +19.51% | ||
|---|---|---|---|
| 1 Month | -18.33% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0910 | 0.0820 |
|---|---|---|
| 1M High / 1M Low: | 0.1400 | 0.0820 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0884 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1075 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 131.18% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
