UniCredit Call 58 BNP 14.08.2024/  DE000HD6F0M7  /

EUWAX
2024-07-22  8:43:43 PM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.690EUR - -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 58.00 - 2024-08-14 Call
 

Master data

WKN: HD6F0M
Issuer: UniCredit
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 58.00 -
Maturity: 2024-08-14
Issue date: 2024-06-19
Last trading day: 2024-07-23
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.84
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.66
Implied volatility: 0.50
Historic volatility: 0.23
Parity: 0.66
Time value: 0.07
Break-even: 65.30
Moneyness: 1.11
Premium: 0.01
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 5.80%
Delta: 0.84
Theta: -0.05
Omega: 7.47
Rho: 0.02
 

Quote data

Open: 0.590
High: 0.690
Low: 0.590
Previous Close: 0.560
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+23.21%
1 Month  
+53.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.560
1M High / 1M Low: 0.690 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.625
Avg. volume 1W:   0.000
Avg. price 1M:   0.522
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -