UC WAR. CALL 12/25 BPE5/ DE000HD6SN68 /
| 2024-08-08 3:46:40 PM | Chg.+0.0030 | Bid3:57:03 PM | Ask3:57:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0630EUR | +5.00% | 0.0630 Bid Size: 300,000 |
0.0700 Ask Size: 300,000 |
BP PLC $0.25 | 6.50 - | 2025-12-17 | Call |
Master data
| WKN: | HD6SN6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | BP PLC $0.25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.50 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-07-01 |
| Last trading day: | 2025-12-16 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 73.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.20 |
| Parity: | -1.39 |
| Time value: | 0.07 |
| Break-even: | 6.57 |
| Moneyness: | 0.79 |
| Premium: | 0.29 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.02 |
| Spread %: | 34.62% |
| Delta: | 0.16 |
| Theta: | 0.00 |
| Omega: | 11.61 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0550 |
|---|---|
| High: | 0.0630 |
| Low: | 0.0550 |
| Previous Close: | 0.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.10% | ||
|---|---|---|---|
| 1 Month | -51.54% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0830 | 0.0600 |
|---|---|---|
| 1M High / 1M Low: | 0.1300 | 0.0600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0692 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0856 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 192.67% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
