UC WAR. CALL 12/24 BPM/ DE000HD1TC81 /
| 2024-08-01 3:45:35 PM | Chg.-0.1500 | Bid4:19:47 PM | Ask4:19:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3700EUR | -9.87% | 1.3300 Bid Size: 25,000 |
1.3400 Ask Size: 25,000 |
BANCO BPM | 5.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD1TC8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BANCO BPM |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.50 |
|---|---|
| Intrinsic value: | 1.40 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.28 |
| Parity: | 1.40 |
| Time value: | 0.15 |
| Break-even: | 6.55 |
| Moneyness: | 1.28 |
| Premium: | 0.02 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.05 |
| Spread %: | 3.33% |
| Delta: | 0.89 |
| Theta: | 0.00 |
| Omega: | 3.69 |
| Rho: | 0.02 |
Quote data
| Open: | 1.4700 |
|---|---|
| High: | 1.4700 |
| Low: | 1.3500 |
| Previous Close: | 1.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.91% | ||
|---|---|---|---|
| 1 Month | -1.44% | ||
| 3 Months | -3.52% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6100 | 1.5100 |
|---|---|---|
| 1M High / 1M Low: | 1.6500 | 1.3500 |
| 6M High / 6M Low: | 1.8900 | 0.3200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4900 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2017 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 68.36% | |
| Volatility 6M: | 123.30% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
