UC WAR. CALL 12/24 4BE/ DE000HD1TCR5 /
2024-07-25 9:47:19 PM | Chg.-0.0300 | Bid9:56:10 PM | Ask9:56:10 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5700EUR | -1.88% | 1.4800 Bid Size: 3,000 |
1.6400 Ask Size: 3,000 |
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: | 3.38 |
Leverage: | Yes |
Calculated values
Fair value: | 1.59 |
---|---|
Intrinsic value: | 1.51 |
Implied volatility: | 0.43 |
Historic volatility: | 0.34 |
Parity: | 1.51 |
Time value: | 0.12 |
Break-even: | 5.63 |
Moneyness: | 1.38 |
Premium: | 0.02 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.07 |
Spread %: | 4.49% |
Delta: | 0.91 |
Theta: | 0.00 |
Omega: | 3.09 |
Rho: | 0.01 |
Quote data
Open: | 1.5800 |
---|---|
High: | 1.5800 |
Low: | 1.5400 |
Previous Close: | 1.6000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +11.35% | ||
---|---|---|---|
1 Month | +52.43% | ||
3 Months | +93.83% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.6000 | 1.3800 |
---|---|---|
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: | 1.4960 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2995 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7427 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 124.24% | |
Volatility 6M: | 139.44% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |