UC WAR. CALL 12/24 4BE/ DE000HD7WZB1 /
16/08/2024 21:46:57 | Chg.+0.0300 | Bid21:59:15 | Ask21:59:15 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5100EUR | +6.25% | 0.4900 Bid Size: 8,000 |
0.5300 Ask Size: 8,000 |
BPER BANCA | 4.80 EUR | 18/12/2024 | Call |
Master data
WKN: | HD7WZB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BPER BANCA |
Type: | Warrant |
Option type: | Call |
Strike price: | 4.80 EUR |
Maturity: | 18/12/2024 |
Issue date: | 14/08/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.71 |
Leverage: | Yes |
Calculated values
Fair value: | 0.38 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.54 |
Historic volatility: | 0.32 |
Parity: | -0.02 |
Time value: | 0.62 |
Break-even: | 5.42 |
Moneyness: | 1.00 |
Premium: | 0.13 |
Premium p.a.: | 0.44 |
Spread abs.: | 0.15 |
Spread %: | 31.91% |
Delta: | 0.57 |
Theta: | 0.00 |
Omega: | 4.43 |
Rho: | 0.01 |
Quote data
Open: | 0.5000 |
---|---|
High: | 0.5100 |
Low: | 0.4800 |
Previous Close: | 0.4800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | - | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |