UC WAR. CALL 12/24 4BE/ DE000HD1TCS3 /
| 16/08/2024 21:46:44 | Chg.+0.0600 | Bid21:59:15 | Ask21:59:15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7000EUR | +9.38% | 0.6800 Bid Size: 6,000 |
0.7200 Ask Size: 6,000 |
BPER BANCA | 4.50 - | 18/12/2024 | Call |
Master data
| WKN: | HD1TCS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BPER BANCA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.50 - |
| Maturity: | 18/12/2024 |
| Issue date: | 11/01/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.54 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.32 |
| Parity: | 0.28 |
| Time value: | 0.46 |
| Break-even: | 5.24 |
| Moneyness: | 1.06 |
| Premium: | 0.10 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.15 |
| Spread %: | 25.42% |
| Delta: | 0.65 |
| Theta: | 0.00 |
| Omega: | 4.22 |
| Rho: | 0.01 |
Quote data
| Open: | 0.6700 |
|---|---|
| High: | 0.7000 |
| Low: | 0.6600 |
| Previous Close: | 0.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.67% | ||
|---|---|---|---|
| 1 Month | -24.73% | ||
| 3 Months | -9.09% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6400 | 0.5600 |
|---|---|---|
| 1M High / 1M Low: | 1.1700 | 0.5600 |
| 6M High / 6M Low: | 1.1700 | 0.0890 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8578 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5695 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 137.88% | |
| Volatility 6M: | 164.04% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
