UC WAR. CALL 08/24 BNP/ DE000HD6C1R7 /
| 2024-07-26 5:45:46 PM | Chg.-0.0200 | Bid2024-07-26 | Ask2024-07-26 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4900EUR | -3.92% | 0.4900 Bid Size: 50,000 |
0.5000 Ask Size: 50,000 |
BNP PARIBAS INH. ... | 60.00 EUR | 2024-08-14 | Call |
Master data
| WKN: | HD6C1R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BNP PARIBAS INH. EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 EUR |
| Maturity: | 2024-08-14 |
| Issue date: | 2024-06-18 |
| Last trading day: | 2024-08-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.46 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.23 |
| Parity: | 0.46 |
| Time value: | 0.06 |
| Break-even: | 65.20 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.02 |
| Spread %: | 4.00% |
| Delta: | 0.83 |
| Theta: | -0.04 |
| Omega: | 10.25 |
| Rho: | 0.03 |
Quote data
| Open: | 0.5100 |
|---|---|
| High: | 0.5200 |
| Low: | 0.4900 |
| Previous Close: | 0.5100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.50% | ||
|---|---|---|---|
| 1 Month | +53.13% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5200 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | 0.5200 | 0.2800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3905 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 251.11% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
