UniCredit Call 45 BNP 18.06.2025
/ DE000HD2M430
UniCredit Call 45 BNP 18.06.2025/ DE000HD2M430 /
| 7/17/2024 3:44:22 PM |
Chg.+0.02 |
Bid7/17/2024 |
Ask7/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
+1.02% |
1.98
Bid Size: 175,000 |
1.99
Ask Size: 175,000 |
BNP PARIBAS INH. ... |
45.00 - |
6/18/2025 |
Call |
Master data
| WKN: |
HD2M43 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
6/18/2025 |
| Issue date: |
2/12/2024 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
1.76 |
| Time value: |
0.24 |
| Break-even: |
65.00 |
| Moneyness: |
1.39 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.01% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
2.84 |
| Rho: |
0.34 |
Quote data
| Open: |
1.95 |
| High: |
1.98 |
| Low: |
1.95 |
| Previous Close: |
1.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.03% |
| 1 Month |
|
|
+15.12% |
| 3 Months |
|
|
+2.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.96 |
1.85 |
| 1M High / 1M Low: |
2.13 |
1.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
