UC WAR. CALL 06/25 4BE/ DE000HD6L821 /
| 8/16/2024 9:45:38 PM | Chg.+0.0400 | Bid9:59:32 PM | Ask9:59:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8600EUR | +4.88% | 0.8500 Bid Size: 6,000 |
0.8900 Ask Size: 6,000 |
BPER BANCA | 4.50 - | 6/18/2025 | Call |
Master data
| WKN: | HD6L82 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BPER BANCA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.50 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/26/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.77 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.32 |
| Parity: | 0.28 |
| Time value: | 0.68 |
| Break-even: | 5.46 |
| Moneyness: | 1.06 |
| Premium: | 0.14 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.15 |
| Spread %: | 18.52% |
| Delta: | 0.67 |
| Theta: | 0.00 |
| Omega: | 3.32 |
| Rho: | 0.02 |
Quote data
| Open: | 0.8300 |
|---|---|
| High: | 0.8600 |
| Low: | 0.8200 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.16% | ||
|---|---|---|---|
| 1 Month | -21.82% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8600 | 0.7100 |
|---|---|---|
| 1M High / 1M Low: | 1.3000 | 0.7000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9922 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 119.54% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
