UC WAR. CALL 08/24 BNP/ DE000HD5SLP3 /
2024-07-26 3:45:01 PM | Chg.-0.0070 | Bid4:47:52 PM | Ask4:47:52 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0360EUR | -16.28% | 0.0370 Bid Size: 400,000 |
0.0420 Ask Size: 400,000 |
BNP PARIBAS INH. ... | 68.00 - | 2024-08-14 | Call |
Master data
WKN: | HD5SLP |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BNP PARIBAS INH. EO 2 |
Type: | Warrant |
Option type: | Call |
Strike price: | 68.00 - |
Maturity: | 2024-08-14 |
Issue date: | 2024-05-22 |
Last trading day: | 2024-08-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 131.76 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.23 |
Parity: | -0.34 |
Time value: | 0.05 |
Break-even: | 68.49 |
Moneyness: | 0.95 |
Premium: | 0.06 |
Premium p.a.: | 2.11 |
Spread abs.: | 0.02 |
Spread %: | 48.48% |
Delta: | 0.22 |
Theta: | -0.03 |
Omega: | 28.91 |
Rho: | 0.01 |
Quote data
Open: | 0.0430 |
---|---|
High: | 0.0430 |
Low: | 0.0360 |
Previous Close: | 0.0430 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -21.74% | ||
---|---|---|---|
1 Month | -28.00% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0680 | 0.0300 |
---|---|---|
1M High / 1M Low: | 0.0860 | 0.0260 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0494 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0458 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 507.19% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |