UC WAR. CALL 06/25 BNP/ DE000HD2M430 /
| 7/17/2024 3:47:00 PM | Chg.0.0000 | Bid3:56:32 PM | Ask3:56:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9800EUR | 0.00% | 2.0000 Bid Size: 175,000 |
2.0100 Ask Size: 175,000 |
BNP PARIBAS INH. ... | 45.00 - | 6/18/2025 | 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: | 6/18/2025 |
| Issue date: | 2/12/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.93 |
|---|---|
| Intrinsic value: | 1.76 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.23 |
| Parity: | 1.76 |
| Time value: | 0.24 |
| Break-even: | 65.00 |
| Moneyness: | 1.39 |
| Premium: | 0.04 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 1.01% |
| Delta: | 0.91 |
| Theta: | -0.01 |
| Omega: | 2.84 |
| Rho: | 0.34 |
Quote data
| Open: | 1.9400 |
|---|---|
| High: | 1.9900 |
| Low: | 1.9400 |
| Previous Close: | 1.9800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.45% | ||
|---|---|---|---|
| 1 Month | +15.12% | ||
| 3 Months | +3.13% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9800 | 1.8600 |
|---|---|---|
| 1M High / 1M Low: | 2.1300 | 1.6400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8564 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 81.89% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
