UniCredit Call 60 BNP 18.09.2024/  DE000HD6C1S5  /

EUWAX
8/9/2024  8:45:15 PM Chg.-0.040 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.180EUR -18.18% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 60.00 EUR 9/18/2024 Call
 

Master data

WKN: HD6C1S
Issuer: UniCredit
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 9/18/2024
Issue date: 6/18/2024
Last trading day: 9/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 23.77
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -0.06
Time value: 0.25
Break-even: 62.50
Moneyness: 0.99
Premium: 0.05
Premium p.a.: 0.59
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.50
Theta: -0.04
Omega: 11.93
Rho: 0.03
 

Quote data

Open: 0.200
High: 0.200
Low: 0.180
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month
  -48.57%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.180
1M High / 1M Low: 0.590 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.416
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -