UniCredit Call 4.5 BPE 18.12.2024
/ DE000HD1TCS3
UniCredit Call 4.5 BPE 18.12.2024/ DE000HD1TCS3 /
18/10/2024 19:34:44 |
Chg.0.000 |
Bid20:29:26 |
Ask20:29:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.390EUR |
0.00% |
1.390 Bid Size: 4,000 |
1.430 Ask Size: 4,000 |
BPER BANCA |
4.50 - |
18/12/2024 |
Call |
Master data
WKN: |
HD1TCS |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BPER BANCA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.50 - |
Maturity: |
18/12/2024 |
Issue date: |
11/01/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.38 |
Intrinsic value: |
1.36 |
Implied volatility: |
0.57 |
Historic volatility: |
0.32 |
Parity: |
1.36 |
Time value: |
0.09 |
Break-even: |
5.95 |
Moneyness: |
1.30 |
Premium: |
0.02 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.07 |
Spread %: |
5.07% |
Delta: |
0.90 |
Theta: |
0.00 |
Omega: |
3.63 |
Rho: |
0.01 |
Quote data
Open: |
1.360 |
High: |
1.410 |
Low: |
1.360 |
Previous Close: |
1.390 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+113.85% |
3 Months |
|
|
+44.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.390 |
1.380 |
1M High / 1M Low: |
1.390 |
0.480 |
6M High / 6M Low: |
1.390 |
0.340 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.386 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.891 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.738 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
252.16% |
Volatility 6M: |
|
175.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |