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: |
|
- |