UC WAR. CALL 12/24 4BE/ DE000HD2HVN7 /
| 08/10/2024 21:46:29 | Chg.+0.0600 | Bid21:59:39 | Ask21:59:39 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5100EUR | +13.33% | 0.4900 Bid Size: 8,000 |
0.5200 Ask Size: 8,000 |
BPER BANCA | 5.00 - | 18/12/2024 | Call |
Master data
| WKN: | HD2HVN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BPER BANCA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 07/02/2024 |
| Last trading day: | 17/12/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.22 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.32 |
| Parity: | 0.22 |
| Time value: | 0.24 |
| Break-even: | 5.46 |
| Moneyness: | 1.04 |
| Premium: | 0.05 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.03 |
| Spread %: | 6.98% |
| Delta: | 0.65 |
| Theta: | 0.00 |
| Omega: | 7.43 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4400 |
|---|---|
| High: | 0.5100 |
| Low: | 0.4400 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +112.50% | ||
|---|---|---|---|
| 1 Month | +59.38% | ||
| 3 Months | -26.09% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4500 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | 0.4500 | 0.2400 |
| 6M High / 6M Low: | 0.7900 | 0.1600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3257 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4133 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 286.03% | |
| Volatility 6M: | 204.88% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
