UC WAR. CALL 06/25 BNP/ DE000HD2M430 /
| 18/09/2024 17:45:19 | Chg.-0.0100 | Bid18:13:12 | Ask18:13:12 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0700EUR | -0.48% | 2.0700 Bid Size: 40,000 |
2.0800 Ask Size: 40,000 |
BNP PARIBAS INH. ... | 45.00 - | 18/06/2025 | 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: | 18/06/2025 |
| Issue date: | 12/02/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.07 |
|---|---|
| Intrinsic value: | 1.95 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | 1.95 |
| Time value: | 0.15 |
| Break-even: | 65.90 |
| Moneyness: | 1.43 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.01 |
| Spread %: | 0.48% |
| Delta: | 0.96 |
| Theta: | -0.01 |
| Omega: | 2.95 |
| Rho: | 0.30 |
Quote data
| Open: | 2.0800 |
|---|---|
| High: | 2.1000 |
| Low: | 2.0700 |
| Previous Close: | 2.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.55% | ||
|---|---|---|---|
| 1 Month | +13.74% | ||
| 3 Months | +22.49% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0800 | 1.9800 |
|---|---|---|
| 1M High / 1M Low: | 2.0800 | 1.7700 |
| 6M High / 6M Low: | 2.7800 | 1.5500 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8977 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0426 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 58.50% | |
| Volatility 6M: | 68.65% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
