UC WAR. CALL 12/24 4BE/ DE000HD1TCR5 /
| 2024-07-26 9:45:02 PM | Chg.-0.0300 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5400EUR | -1.91% | 1.5200 Bid Size: 4,000 |
1.5900 Ask Size: 4,000 |
BPER BANCA | 4.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1TCR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BPER BANCA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 4.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.51 |
|---|---|
| Intrinsic value: | 1.42 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.33 |
| Parity: | 1.42 |
| Time value: | 0.17 |
| Break-even: | 5.59 |
| Moneyness: | 1.36 |
| Premium: | 0.03 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.07 |
| Spread %: | 4.61% |
| Delta: | 0.88 |
| Theta: | 0.00 |
| Omega: | 3.01 |
| Rho: | 0.01 |
Quote data
| Open: | 1.5700 |
|---|---|
| High: | 1.5700 |
| Low: | 1.5300 |
| Previous Close: | 1.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.59% | ||
|---|---|---|---|
| 1 Month | +49.51% | ||
| 3 Months | +79.07% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6000 | 1.5300 |
|---|---|---|
| 1M High / 1M Low: | 1.6000 | 0.9600 |
| 6M High / 6M Low: | 1.6000 | 0.1600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3459 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7646 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 124.67% | |
| Volatility 6M: | 139.18% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
