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: | - |
