UniCredit Call 4.5 BPE 18.06.2025
/ DE000HD6L821
UniCredit Call 4.5 BPE 18.06.2025/ DE000HD6L821 /
16/08/2024 20:54:44 |
Chg.+0.050 |
Bid21:59:32 |
Ask21:59:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
+6.17% |
0.850 Bid Size: 6,000 |
0.890 Ask Size: 6,000 |
BPER BANCA SpA |
4.50 - |
18/06/2025 |
Call |
Master data
WKN: |
HD6L82 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BPER BANCA SpA |
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: |
5.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.45 |
Implied volatility: |
0.33 |
Historic volatility: |
0.32 |
Parity: |
0.45 |
Time value: |
0.44 |
Break-even: |
5.39 |
Moneyness: |
1.10 |
Premium: |
0.09 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.04 |
Spread %: |
4.71% |
Delta: |
0.72 |
Theta: |
0.00 |
Omega: |
3.98 |
Rho: |
0.02 |
Quote data
Open: |
0.840 |
High: |
0.860 |
Low: |
0.830 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.67% |
1 Month |
|
|
-20.37% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.710 |
1M High / 1M Low: |
1.290 |
0.680 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.774 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.983 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.93% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |