UC WAR. CALL 12/24 BNP/ DE000HC9GVK1 /
| 7/26/2024 9:45:57 PM | Chg.0.0000 | Bid7/26/2024 | Ask7/26/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1100EUR | 0.00% | 0.1000 Bid Size: 50,000 |
0.1100 Ask Size: 50,000 |
BNP PARIBAS INH. ... | 75.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC9GVK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BNP PARIBAS INH. EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 9/27/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 58.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.23 |
| Parity: | -1.05 |
| Time value: | 0.11 |
| Break-even: | 76.10 |
| Moneyness: | 0.86 |
| Premium: | 0.18 |
| Premium p.a.: | 0.52 |
| Spread abs.: | 0.01 |
| Spread %: | 10.00% |
| Delta: | 0.21 |
| Theta: | -0.01 |
| Omega: | 12.27 |
| Rho: | 0.05 |
Quote data
| Open: | 0.1100 |
|---|---|
| High: | 0.1100 |
| Low: | 0.1100 |
| Previous Close: | 0.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.00% | ||
|---|---|---|---|
| 1 Month | +44.74% | ||
| 3 Months | -35.29% | ||
| YTD | -35.29% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1100 | 0.0870 |
|---|---|---|
| 1M High / 1M Low: | 0.1200 | 0.0670 |
| 6M High / 6M Low: | 0.3000 | 0.0250 |
| High (YTD): | 5/20/2024 | 0.3000 |
| Low (YTD): | 2/15/2024 | 0.0250 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1054 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0866 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1236 | |
| Avg. volume 6M: | 3,974.0551 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 269.02% | |
| Volatility 6M: | 221.25% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
