UniCredit Call 5 BPE 18.12.2024/  DE000HD2HVN7  /

Frankfurt Zert./HVB
7/30/2024  7:28:07 PM Chg.+0.040 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
0.740EUR +5.71% 0.760
Bid Size: 6,000
0.790
Ask Size: 6,000
BPER BANCA 5.00 - 12/18/2024 Call
 

Master data

WKN: HD2HVN
Issuer: UniCredit
Currency: EUR
Underlying: BPER BANCA
Type: Warrant
Option type: Call
Strike price: 5.00 -
Maturity: 12/18/2024
Issue date: 2/7/2024
Last trading day: 12/17/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.37
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.38
Implied volatility: 0.37
Historic volatility: 0.34
Parity: 0.38
Time value: 0.35
Break-even: 5.73
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 4.29%
Delta: 0.69
Theta: 0.00
Omega: 5.08
Rho: 0.01
 

Quote data

Open: 0.710
High: 0.790
Low: 0.710
Previous Close: 0.700
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.37%
1 Month  
+100.00%
3 Months  
+105.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.700
1M High / 1M Low: 0.790 0.430
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.742
Avg. volume 1W:   0.000
Avg. price 1M:   0.628
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -