UC WAR. CALL 06/25 BNP/ DE000HC7J8U0 /
2024-07-29 9:45:42 PM | Chg.-0.0050 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0610EUR | -7.58% | 0.0580 Bid Size: 50,000 |
0.0640 Ask Size: 50,000 |
BNP PARIBAS INH. ... | 90.00 - | 2025-06-18 | Call |
Master data
WKN: | HC7J8U |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BNP PARIBAS INH. EO 2 |
Type: | Warrant |
Option type: | Call |
Strike price: | 90.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-06-21 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 93.42 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.23 |
Parity: | -2.55 |
Time value: | 0.07 |
Break-even: | 90.69 |
Moneyness: | 0.72 |
Premium: | 0.41 |
Premium p.a.: | 0.47 |
Spread abs.: | 0.01 |
Spread %: | 9.52% |
Delta: | 0.11 |
Theta: | 0.00 |
Omega: | 10.15 |
Rho: | 0.06 |
Quote data
Open: | 0.0640 |
---|---|
High: | 0.0640 |
Low: | 0.0610 |
Previous Close: | 0.0660 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -8.96% | ||
---|---|---|---|
1 Month | +41.86% | ||
3 Months | -33.70% | ||
YTD | +10.91% | ||
1 Year | -37.76% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0720 | 0.0590 |
---|---|---|
1M High / 1M Low: | 0.0720 | 0.0430 |
6M High / 6M Low: | 0.1500 | 0.0070 |
High (YTD): | 2024-05-20 | 0.1500 |
Low (YTD): | 2024-02-16 | 0.0070 |
52W High: | 2024-05-20 | 0.1500 |
52W Low: | 2023-10-27 | 0.0030 |
Avg. price 1W: | 0.0662 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0555 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.0639 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.0577 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 204.97% | |
Volatility 6M: | 211.71% | |
Volatility 1Y: | 444.59% | |
Volatility 3Y: | - |