UniCredit Call 4 BPE 18.12.2024
/ DE000HD1TCR5
UniCredit Call 4 BPE 18.12.2024/ DE000HD1TCR5 /
| 30/07/2024 19:40:16 |
Chg.+0.060 |
Bid20:53:08 |
Ask20:53:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
+4.00% |
1.570
Bid Size: 4,000 |
1.610
Ask Size: 4,000 |
BPER BANCA |
4.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD1TCR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BPER BANCA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.34 |
| Parity: |
1.38 |
| Time value: |
0.16 |
| Break-even: |
5.54 |
| Moneyness: |
1.35 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
4.05% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
3.09 |
| Rho: |
0.01 |
Quote data
| Open: |
1.510 |
| High: |
1.620 |
| Low: |
1.510 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
+64.21% |
| 3 Months |
|
|
+67.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.500 |
| 1M High / 1M Low: |
1.600 |
1.070 |
| 6M High / 6M Low: |
1.600 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.376 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.768 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.71% |
| Volatility 6M: |
|
143.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
