UC WAR. CALL 06/25 4BE/ DE000HD6L847 /
| 18/07/2024 09:46:16 | Chg.+0.0100 | Bid11:31:02 | Ask11:31:02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | +2.63% | 0.3900 Bid Size: 80,000 |
0.4000 Ask Size: 80,000 |
BPER BANCA | 6.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD6L84 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BPER BANCA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 26/06/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.34 |
| Parity: | -0.78 |
| Time value: | 0.48 |
| Break-even: | 6.48 |
| Moneyness: | 0.87 |
| Premium: | 0.24 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.12 |
| Spread %: | 33.33% |
| Delta: | 0.44 |
| Theta: | 0.00 |
| Omega: | 4.81 |
| Rho: | 0.02 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.3900 |
| Low: | 0.3800 |
| Previous Close: | 0.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.63% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3800 | 0.3500 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
