UC WAR. CALL 12/24 4BE/ DE000HD1TCS3 /
| 9/26/2024 9:46:28 PM | Chg.+0.1800 | Bid9:59:04 PM | Ask9:59:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | +31.03% | 0.7500 Bid Size: 5,000 |
0.7800 Ask Size: 5,000 |
BPER BANCA | 4.50 - | 12/18/2024 | Call |
Master data
| WKN: | HD1TCS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BPER BANCA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.50 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/11/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.56 |
|---|---|
| Intrinsic value: | 0.42 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.32 |
| Parity: | 0.42 |
| Time value: | 0.17 |
| Break-even: | 5.09 |
| Moneyness: | 1.09 |
| Premium: | 0.04 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.04 |
| Spread %: | 7.27% |
| Delta: | 0.74 |
| Theta: | 0.00 |
| Omega: | 6.20 |
| Rho: | 0.01 |
Quote data
| Open: | 0.5800 |
|---|---|
| High: | 0.7600 |
| Low: | 0.5800 |
| Previous Close: | 0.5800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.63% | ||
|---|---|---|---|
| 1 Month | +5.56% | ||
| 3 Months | +11.76% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.5700 |
|---|---|---|
| 1M High / 1M Low: | 0.7700 | 0.5400 |
| 6M High / 6M Low: | 1.1700 | 0.2700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6374 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6686 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 160.38% | |
| Volatility 6M: | 156.69% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
