UniCredit Call 6.5 BPE 18.06.2025
/ DE000HD6L854
UniCredit Call 6.5 BPE 18.06.2025/ DE000HD6L854 /
16/08/2024 19:20:09 |
Chg.0.000 |
Bid16/08/2024 |
Ask16/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
0.00% |
0.170 Bid Size: 25,000 |
0.190 Ask Size: 25,000 |
BPER BANCA |
6.50 - |
18/06/2025 |
Call |
Master data
WKN: |
HD6L85 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BPER BANCA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.50 - |
Maturity: |
18/06/2025 |
Issue date: |
26/06/2024 |
Last trading day: |
17/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.32 |
Parity: |
-1.72 |
Time value: |
0.31 |
Break-even: |
6.81 |
Moneyness: |
0.74 |
Premium: |
0.42 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.15 |
Spread %: |
93.75% |
Delta: |
0.31 |
Theta: |
0.00 |
Omega: |
4.77 |
Rho: |
0.01 |
Quote data
Open: |
0.160 |
High: |
0.180 |
Low: |
0.160 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+13.33% |
1 Month |
|
|
-34.62% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.130 |
1M High / 1M Low: |
0.330 |
0.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.148 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.228 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |