UC WAR. CALL 12/24 4BE/ DE000HD2HVN7 /
| 10/18/2024 9:45:02 PM | Chg.- | Bid9:59:49 PM | Ask10/18/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9400EUR | - | 0.9300 Bid Size: 4,000 |
- Ask Size: 30,000 |
BPER BANCA | 5.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD2HVN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BPER BANCA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 2/7/2024 |
| Last trading day: | 10/18/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.75 |
|---|---|
| Intrinsic value: | 0.71 |
| Implied volatility: | 0.74 |
| Historic volatility: | 0.32 |
| Parity: | 0.71 |
| Time value: | 0.24 |
| Break-even: | 5.95 |
| Moneyness: | 1.14 |
| Premium: | 0.04 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.02 |
| Spread %: | 2.15% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 4.55 |
| Rho: | 0.00 |
Quote data
| Open: | 0.9100 |
|---|---|
| High: | 0.9500 |
| Low: | 0.9100 |
| Previous Close: | 0.9500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -2.08% | ||
| 3 Months | +176.47% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.9600 | 0.9400 |
| 6M High / 6M Low: | 0.9600 | 0.2400 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.9483 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4760 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 14.93% | |
| Volatility 6M: | 226.55% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
