UC WAR. CALL 12/25 BNP/ DE000HD6F0P0 /
| 04/10/2024 21:45:06 | Chg.+0.0700 | Bid21:59:27 | Ask21:59:27 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9500EUR | +7.95% | 0.9500 Bid Size: 25,000 |
1.0100 Ask Size: 25,000 |
BNP PARIBAS INH. ... | 55.00 - | 17/12/2025 | 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: | 17/12/2025 |
| Issue date: | 19/06/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.06 |
|---|---|
| Intrinsic value: | 0.59 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | 0.59 |
| Time value: | 0.42 |
| Break-even: | 65.10 |
| Moneyness: | 1.11 |
| Premium: | 0.07 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.06 |
| Spread %: | 6.32% |
| Delta: | 0.77 |
| Theta: | -0.01 |
| Omega: | 4.63 |
| Rho: | 0.44 |
Quote data
| Open: | 0.8800 |
|---|---|
| High: | 0.9600 |
| Low: | 0.8800 |
| Previous Close: | 0.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.93% | ||
|---|---|---|---|
| 1 Month | -20.17% | ||
| 3 Months | -25.78% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0100 | 0.8800 |
|---|---|---|
| 1M High / 1M Low: | 1.3300 | 0.8800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9540 | |
| Avg. volume 1W: | 120 | |
| Avg. price 1M: | 1.1232 | |
| Avg. volume 1M: | 27.2727 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.17% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
