UniCredit Call 60 BNP 18.09.2024
/ DE000HD6C1S5
UniCredit Call 60 BNP 18.09.2024/ DE000HD6C1S5 /
| 8/30/2024 2:14:22 PM |
Chg.+0.030 |
Bid2:48:05 PM |
Ask2:48:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
+10.71% |
0.300
Bid Size: 200,000 |
0.310
Ask Size: 200,000 |
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: |
21.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
0.21 |
| Time value: |
0.08 |
| Break-even: |
62.90 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
15.59 |
| Rho: |
0.02 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.310 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.78% |
| 1 Month |
|
|
-41.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.230 |
| 1M High / 1M Low: |
0.530 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
