UC WAR. CALL 06/25 BNP/ DE000HD0H2N5 /
2024-08-30 11:46:55 AM | Chg.0.0000 | Bid11:55:19 AM | Ask11:55:19 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1400EUR | 0.00% | 0.1400 Bid Size: 400,000 |
0.1500 Ask Size: 400,000 |
BNP PARIBAS INH. ... | 75.00 - | 2025-06-18 | Call |
Master data
WKN: | HD0H2N |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BNP PARIBAS INH. EO 2 |
Type: | Warrant |
Option type: | Call |
Strike price: | 75.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-11-06 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 44.36 |
Leverage: | Yes |
Calculated values
Fair value: | 0.17 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.23 |
Parity: | -1.29 |
Time value: | 0.14 |
Break-even: | 76.40 |
Moneyness: | 0.83 |
Premium: | 0.23 |
Premium p.a.: | 0.30 |
Spread abs.: | 0.01 |
Spread %: | 7.69% |
Delta: | 0.23 |
Theta: | -0.01 |
Omega: | 10.02 |
Rho: | 0.10 |
Quote data
Open: | 0.1400 |
---|---|
High: | 0.1400 |
Low: | 0.1400 |
Previous Close: | 0.1400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +16.67% | ||
---|---|---|---|
1 Month | -44.00% | ||
3 Months | -68.18% | ||
YTD | -41.67% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1400 | 0.1200 |
---|---|---|
1M High / 1M Low: | 0.2500 | 0.1000 |
6M High / 6M Low: | 0.4900 | 0.0640 |
High (YTD): | 2024-05-20 | 0.4900 |
Low (YTD): | 2024-02-15 | 0.0480 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1280 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1330 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2414 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 159.25% | |
Volatility 6M: | 162.31% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |