UniCredit Call 5.2 BPE 18.12.2024
/ DE000HD6XWT0
UniCredit Call 5.2 BPE 18.12.2024/ DE000HD6XWT0 /
| 17/07/2024 19:40:09 |
Chg.0.000 |
Bid21:39:35 |
Ask21:39:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
0.00% |
0.490
Bid Size: 8,000 |
0.560
Ask Size: 8,000 |
BPER BANCA |
5.20 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD6XWT |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BPER BANCA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.20 - |
| Maturity: |
18/12/2024 |
| Issue date: |
04/07/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.34 |
| Parity: |
0.00 |
| Time value: |
0.52 |
| Break-even: |
5.72 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
0.57 |
| Theta: |
0.00 |
| Omega: |
5.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.500 |
| High: |
0.530 |
| Low: |
0.490 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.440 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
