UC WAR. CALL 12/25 BNP/ DE000HD1ENK9 /
8/30/2024 9:45:46 PM | Chg.+0.0200 | Bid9:50:26 PM | Ask9:50:26 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4900EUR | +1.36% | 1.5000 Bid Size: 25,000 |
1.5100 Ask Size: 25,000 |
BNP PARIBAS INH. ... | 50.00 - | 12/17/2025 | Call |
Master data
WKN: | HD1ENK |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BNP PARIBAS INH. EO 2 |
Type: | Warrant |
Option type: | Call |
Strike price: | 50.00 - |
Maturity: | 12/17/2025 |
Issue date: | 12/27/2023 |
Last trading day: | 12/16/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.14 |
Leverage: | Yes |
Calculated values
Fair value: | 1.60 |
---|---|
Intrinsic value: | 1.26 |
Implied volatility: | 0.15 |
Historic volatility: | 0.23 |
Parity: | 1.26 |
Time value: | 0.25 |
Break-even: | 65.10 |
Moneyness: | 1.25 |
Premium: | 0.04 |
Premium p.a.: | 0.03 |
Spread abs.: | 0.01 |
Spread %: | 0.67% |
Delta: | 0.95 |
Theta: | -0.01 |
Omega: | 3.94 |
Rho: | 0.58 |
Quote data
Open: | 1.5000 |
---|---|
High: | 1.5000 |
Low: | 1.4900 |
Previous Close: | 1.4700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +6.43% | ||
---|---|---|---|
1 Month | -6.88% | ||
3 Months | -28.02% | ||
YTD | +2.05% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4900 | 1.4100 |
---|---|---|
1M High / 1M Low: | 1.6000 | 1.1800 |
6M High / 6M Low: | 2.2800 | 0.7900 |
High (YTD): | 5/20/2024 | 2.2800 |
Low (YTD): | 2/14/2024 | 0.6700 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.4540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.3578 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.5640 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 69.88% | |
Volatility 6M: | 80.63% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |