UC WAR. CALL 12/24 4BE/ DE000HD3ZSJ1 /
| 7/5/2024 9:46:06 PM | Chg.-0.0100 | Bid9:59:01 PM | Ask9:59:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | -5.00% | 0.1700 Bid Size: 12,000 |
0.2000 Ask Size: 12,000 |
BPER BANCA | 6.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD3ZSJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BPER BANCA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 3/21/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.19 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.34 |
| Parity: | -0.92 |
| Time value: | 0.20 |
| Break-even: | 6.20 |
| Moneyness: | 0.85 |
| Premium: | 0.22 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.03 |
| Spread %: | 17.65% |
| Delta: | 0.30 |
| Theta: | 0.00 |
| Omega: | 7.60 |
| Rho: | 0.01 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2000 |
| Low: | 0.1900 |
| Previous Close: | 0.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +46.15% | ||
|---|---|---|---|
| 1 Month | -5.00% | ||
| 3 Months | +126.19% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2000 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.2000 | 0.0900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1486 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 278.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
