UniCredit Call 4 BPE 18.12.2024
/ DE000HD1TCR5
UniCredit Call 4 BPE 18.12.2024/ DE000HD1TCR5 /
| 8/16/2024 6:17:51 PM |
Chg.+0.090 |
Bid8/16/2024 |
Ask8/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
+9.09% |
1.080
Bid Size: 10,000 |
1.100
Ask Size: 10,000 |
BPER BANCA |
4.00 - |
12/18/2024 |
Call |
Master data
| WKN: |
HD1TCR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BPER BANCA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 - |
| Maturity: |
12/18/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.32 |
| Parity: |
0.78 |
| Time value: |
0.34 |
| Break-even: |
5.12 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.15 |
| Spread %: |
15.46% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
3.26 |
| Rho: |
0.01 |
Quote data
| Open: |
1.070 |
| High: |
1.080 |
| Low: |
1.050 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.68% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.900 |
| 1M High / 1M Low: |
1.580 |
0.880 |
| 6M High / 6M Low: |
1.580 |
0.170 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.854 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.43% |
| Volatility 6M: |
|
137.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
