UniCredit Call 50 BNP 17.06.2026/  DE000HD6LR53  /

Frankfurt Zert./HVB
08/11/2024  19:41:36 Chg.-0.050 Bid21:57:34 Ask21:57:34 Underlying Strike price Expiration date Option type
1.140EUR -4.20% 1.140
Bid Size: 15,000
1.150
Ask Size: 15,000
BNP PARIBAS INH. ... 50.00 - 17/06/2026 Call
 

Master data

WKN: HD6LR5
Issuer: UniCredit
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 17/06/2026
Issue date: 26/06/2024
Last trading day: 16/06/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.92
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 0.91
Implied volatility: 0.14
Historic volatility: 0.23
Parity: 0.91
Time value: 0.30
Break-even: 62.00
Moneyness: 1.18
Premium: 0.05
Premium p.a.: 0.03
Spread abs.: 0.06
Spread %: 5.26%
Delta: 0.90
Theta: -0.01
Omega: 4.44
Rho: 0.66
 

Quote data

Open: 1.140
High: 1.150
Low: 1.090
Previous Close: 1.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -22.45%
1 Month
  -19.72%
3 Months
  -8.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 1.140
1M High / 1M Low: 1.780 1.140
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.302
Avg. volume 1W:   0.000
Avg. price 1M:   1.550
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -