UC WAR. CALL 12/25 BNP/  DE000HD6F0P0  /

gettex
2024-07-05  1:46:59 PM Chg.-0.0500 Bid2:55:31 PM Ask2:55:31 PM Underlying Strike price Expiration date Option type
1.2800EUR -3.76% 1.2800
Bid Size: 200,000
1.2900
Ask Size: 200,000
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: 4.73
Leverage: Yes

Calculated values

Fair value: 1.40
Intrinsic value: 0.89
Implied volatility: 0.21
Historic volatility: 0.23
Parity: 0.89
Time value: 0.46
Break-even: 68.50
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.50%
Delta: 0.82
Theta: -0.01
Omega: 3.90
Rho: 0.57
 

Quote data

Open: 1.3200
High: 1.3200
Low: 1.2800
Previous Close: 1.3300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.29%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.3300 0.9900
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.1540
Avg. volume 1W:   0.0000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -