UC WAR. CALL 06/25 4BE/ DE000HD6L847 /
| 7/29/2024 9:45:32 AM | Chg.+0.0100 | Bid10:23:05 AM | Ask10:23:05 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4500EUR | +2.27% | 0.4300 Bid Size: 70,000 |
0.4400 Ask Size: 70,000 |
BPER BANCA | 6.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD6L84 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BPER BANCA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/26/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.53 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.34 |
| Parity: | -0.58 |
| Time value: | 0.47 |
| Break-even: | 6.47 |
| Moneyness: | 0.90 |
| Premium: | 0.19 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.03 |
| Spread %: | 6.82% |
| Delta: | 0.46 |
| Theta: | 0.00 |
| Omega: | 5.33 |
| Rho: | 0.02 |
Quote data
| Open: | 0.4400 |
|---|---|
| High: | 0.4500 |
| Low: | 0.4400 |
| Previous Close: | 0.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.26% | ||
|---|---|---|---|
| 1 Month | +80.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.4700 | 0.2900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3940 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 147.62% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
