UC WAR. CALL 12/25 BNP/ DE000HD6F0P0 /
| 2024-07-26 5:45:51 PM | Chg.-0.0200 | Bid6:00:23 PM | Ask6:00:23 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3200EUR | -1.49% | 1.3200 Bid Size: 50,000 |
1.3300 Ask Size: 50,000 |
BNP PARIBAS INH. ... | 55.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD6F0P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BNP PARIBAS INH. EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-06-19 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.43 |
|---|---|
| Intrinsic value: | 0.96 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.23 |
| Parity: | 0.96 |
| Time value: | 0.38 |
| Break-even: | 68.40 |
| Moneyness: | 1.17 |
| Premium: | 0.06 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 1.52% |
| Delta: | 0.86 |
| Theta: | -0.01 |
| Omega: | 4.13 |
| Rho: | 0.58 |
Quote data
| Open: | 1.3300 |
|---|---|
| High: | 1.3400 |
| Low: | 1.3200 |
| Previous Close: | 1.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.00% | ||
|---|---|---|---|
| 1 Month | +25.71% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3400 | 1.2000 |
|---|---|---|
| 1M High / 1M Low: | 1.3400 | 0.9900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1800 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 96.14% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
