UC WAR. CALL 06/25 4BE/ DE000HD6VU07 /
| 2024-10-18 9:46:49 PM | Chg.-0.0100 | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8100EUR | -1.22% | 0.8000 Bid Size: 6,000 |
0.8400 Ask Size: 6,000 |
BPER BANCA | 5.50 - | 2025-06-18 | Call |
Master data
| WKN: | HD6VU0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BPER BANCA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.50 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-07-03 |
| Last trading day: | 2025-06-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.85 |
|---|---|
| Intrinsic value: | 0.36 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.32 |
| Parity: | 0.36 |
| Time value: | 0.48 |
| Break-even: | 6.34 |
| Moneyness: | 1.06 |
| Premium: | 0.08 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.04 |
| Spread %: | 5.00% |
| Delta: | 0.68 |
| Theta: | 0.00 |
| Omega: | 4.71 |
| Rho: | 0.02 |
Quote data
| Open: | 0.7800 |
|---|---|
| High: | 0.8100 |
| Low: | 0.7800 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +131.43% | ||
| 3 Months | +42.11% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8200 | 0.8000 |
|---|---|---|
| 1M High / 1M Low: | 0.8200 | 0.2900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8120 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5077 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 240.10% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
