UC WAR. CALL 06/25 BNP/ DE000HD2M430 /
| 2024-07-12 7:46:11 PM | Chg.+0.0400 | Bid8:00:39 PM | Ask8:00:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9400EUR | +2.11% | 1.9300 Bid Size: 25,000 |
1.9400 Ask Size: 25,000 |
BNP PARIBAS INH. ... | 45.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD2M43 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BNP PARIBAS INH. EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-02-12 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.88 |
|---|---|
| Intrinsic value: | 1.70 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | 1.70 |
| Time value: | 0.21 |
| Break-even: | 64.10 |
| Moneyness: | 1.38 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 1.06% |
| Delta: | 0.93 |
| Theta: | -0.01 |
| Omega: | 3.01 |
| Rho: | 0.36 |
Quote data
| Open: | 1.9200 |
|---|---|
| High: | 1.9400 |
| Low: | 1.9200 |
| Previous Close: | 1.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.73% | ||
|---|---|---|---|
| 1 Month | +2.11% | ||
| 3 Months | -3.96% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0800 | 1.8300 |
|---|---|---|
| 1M High / 1M Low: | 2.1300 | 1.6000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8273 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 95.85% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
