UniCredit Call 6.5 BPE 18.12.2024
/ DE000HD58SR8
UniCredit Call 6.5 BPE 18.12.2024/ DE000HD58SR8 /
16/08/2024 19:15:35 |
Chg.+0.029 |
Bid16/08/2024 |
Ask16/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.039EUR |
+290.00% |
0.039 Bid Size: 25,000 |
0.076 Ask Size: 25,000 |
BPER BANCA |
6.50 - |
18/12/2024 |
Call |
Master data
WKN: |
HD58SR |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BPER BANCA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.50 - |
Maturity: |
18/12/2024 |
Issue date: |
03/05/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.69 |
Historic volatility: |
0.32 |
Parity: |
-1.72 |
Time value: |
0.30 |
Break-even: |
6.80 |
Moneyness: |
0.74 |
Premium: |
0.42 |
Premium p.a.: |
1.82 |
Spread abs.: |
0.29 |
Spread %: |
2,900.00% |
Delta: |
0.30 |
Theta: |
0.00 |
Omega: |
4.76 |
Rho: |
0.00 |
Quote data
Open: |
0.042 |
High: |
0.050 |
Low: |
0.039 |
Previous Close: |
0.010 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+85.71% |
1 Month |
|
|
-64.55% |
3 Months |
|
|
-64.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.021 |
0.010 |
1M High / 1M Low: |
0.150 |
0.010 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.076 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
808.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |