UniCredit Call 4.5 BPE 18.06.2025
/ DE000HD6L821
UniCredit Call 4.5 BPE 18.06.2025/ DE000HD6L821 /
| 18/10/2024 20:11:57 |
Chg.+0.02 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
+1.32% |
-
Bid Size: - |
-
Ask Size: - |
BPER BANCA |
4.50 - |
18/06/2025 |
Call |
Master data
| WKN: |
HD6L82 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BPER BANCA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 - |
| Maturity: |
18/06/2025 |
| Issue date: |
26/06/2024 |
| Last trading day: |
17/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.32 |
| Parity: |
1.36 |
| Time value: |
0.20 |
| Break-even: |
6.06 |
| Moneyness: |
1.30 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
2.63% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
3.30 |
| Rho: |
0.02 |
Quote data
| Open: |
1.48 |
| High: |
1.53 |
| Low: |
1.48 |
| Previous Close: |
1.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.66% |
| 1 Month |
|
|
+93.67% |
| 3 Months |
|
|
+36.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.51 |
| 1M High / 1M Low: |
1.53 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
