UniCredit Call 6 BPE 18.12.2024
/ DE000HD3ZSJ1
UniCredit Call 6 BPE 18.12.2024/ DE000HD3ZSJ1 /
8/16/2024 7:38:08 PM |
Chg.+0.030 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+42.86% |
0.090 Bid Size: 12,000 |
0.130 Ask Size: 12,000 |
BPER BANCA |
6.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HD3ZSJ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BPER BANCA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.00 - |
Maturity: |
12/18/2024 |
Issue date: |
3/21/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
26.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.32 |
Parity: |
-1.22 |
Time value: |
0.18 |
Break-even: |
6.18 |
Moneyness: |
0.80 |
Premium: |
0.29 |
Premium p.a.: |
1.13 |
Spread abs.: |
0.15 |
Spread %: |
500.00% |
Delta: |
0.26 |
Theta: |
0.00 |
Omega: |
6.89 |
Rho: |
0.00 |
Quote data
Open: |
0.100 |
High: |
0.110 |
Low: |
0.089 |
Previous Close: |
0.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+31.58% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-44.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.076 |
0.067 |
1M High / 1M Low: |
0.280 |
0.067 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.165 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
254.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |