UniCredit Call 6.5 BPE 18.12.2024
/ DE000HD58SR8
UniCredit Call 6.5 BPE 18.12.2024/ DE000HD58SR8 /
| 2024-06-28 7:27:09 PM |
Chg.-0.009 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-12.33% |
0.056
Bid Size: 12,000 |
0.091
Ask Size: 12,000 |
BPER BANCA |
6.50 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD58SR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BPER BANCA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.50 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-05-03 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
51.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.33 |
| Parity: |
-1.78 |
| Time value: |
0.09 |
| Break-even: |
6.59 |
| Moneyness: |
0.73 |
| Premium: |
0.40 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.04 |
| Spread %: |
62.50% |
| Delta: |
0.16 |
| Theta: |
0.00 |
| Omega: |
8.10 |
| Rho: |
0.00 |
Quote data
| Open: |
0.075 |
| High: |
0.079 |
| Low: |
0.064 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.52% |
| 1 Month |
|
|
-54.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.064 |
| 1M High / 1M Low: |
0.140 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.089 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
