UC WAR. CALL 12/24 4BE/ DE000HD2HVN7 /
| 2024-09-18 7:45:29 PM | Chg.+0.0400 | Bid2024-09-18 | Ask2024-09-18 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | +12.90% | 0.3500 Bid Size: 15,000 |
0.3700 Ask Size: 15,000 |
BPER BANCA | 5.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD2HVN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BPER BANCA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-07 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.32 |
| Parity: | -0.12 |
| Time value: | 0.32 |
| Break-even: | 5.32 |
| Moneyness: | 0.98 |
| Premium: | 0.09 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.04 |
| Spread %: | 14.29% |
| Delta: | 0.50 |
| Theta: | 0.00 |
| Omega: | 7.65 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2900 |
|---|---|
| High: | 0.3600 |
| Low: | 0.2900 |
| Previous Close: | 0.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.69% | ||
|---|---|---|---|
| 1 Month | -12.50% | ||
| 3 Months | +6.06% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3200 | 0.2900 |
|---|---|---|
| 1M High / 1M Low: | 0.4500 | 0.2800 |
| 6M High / 6M Low: | 0.7900 | 0.1600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3650 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4012 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 138.32% | |
| Volatility 6M: | 181.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
