UC WAR. CALL 12/25 BNP/ DE000HD5D9F5 /
2024-08-30 9:46:43 PM | Chg.+0.0010 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0410EUR | +2.50% | 0.0410 Bid Size: 50,000 |
0.0470 Ask Size: 50,000 |
BNP PARIBAS INH. ... | 95.00 - | 2025-12-17 | Call |
Master data
WKN: | HD5D9F |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | BNP PARIBAS INH. EO 2 |
Type: | Warrant |
Option type: | Call |
Strike price: | 95.00 - |
Maturity: | 2025-12-17 |
Issue date: | 2024-05-08 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 141.16 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.23 |
Parity: | -3.29 |
Time value: | 0.04 |
Break-even: | 95.44 |
Moneyness: | 0.65 |
Premium: | 0.54 |
Premium p.a.: | 0.39 |
Spread abs.: | 0.01 |
Spread %: | 15.79% |
Delta: | 0.07 |
Theta: | 0.00 |
Omega: | 10.25 |
Rho: | 0.05 |
Quote data
Open: | 0.0410 |
---|---|
High: | 0.0410 |
Low: | 0.0410 |
Previous Close: | 0.0400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +10.81% | ||
---|---|---|---|
1 Month | -43.84% | ||
3 Months | -74.38% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0410 | 0.0370 |
---|---|---|
1M High / 1M Low: | 0.0730 | 0.0320 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0390 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0403 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 130.46% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |