UC WAR. CALL 09/24 BNP/ DE000HC9BZR8 /
| 2024-07-25 9:46:00 PM | Chg.+0.0220 | Bid9:57:01 PM | Ask9:57:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0790EUR | +38.60% | - Bid Size: 25,000 |
- Ask Size: 25,000 |
BNP PARIBAS INH. ... | 70.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9BZR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BNP PARIBAS INH. EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-09-20 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 110.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.23 |
| Parity: | -0.59 |
| Time value: | 0.06 |
| Break-even: | 70.58 |
| Moneyness: | 0.92 |
| Premium: | 0.10 |
| Premium p.a.: | 0.90 |
| Spread abs.: | 0.01 |
| Spread %: | 11.54% |
| Delta: | 0.19 |
| Theta: | -0.02 |
| Omega: | 21.04 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0520 |
|---|---|
| High: | 0.0790 |
| Low: | 0.0520 |
| Previous Close: | 0.0570 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +27.42% | ||
|---|---|---|---|
| 1 Month | +38.60% | ||
| 3 Months | -53.53% | ||
| YTD | -60.50% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0880 | 0.0570 |
|---|---|---|
| 1M High / 1M Low: | 0.1000 | 0.0410 |
| 6M High / 6M Low: | 0.3300 | 0.0180 |
| High (YTD): | 2024-05-20 | 0.3300 |
| Low (YTD): | 2024-02-15 | 0.0180 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0738 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0603 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1181 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 388.15% | |
| Volatility 6M: | 279.61% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
