UniCredit Call 62 BNP 16.10.2024
/ DE000HD7FCB5
UniCredit Call 62 BNP 16.10.2024/ DE000HD7FCB5 /
8/30/2024 8:42:13 PM |
Chg.+0.020 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
+8.70% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
62.00 EUR |
10/16/2024 |
Call |
Master data
WKN: |
HD7FCB |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
62.00 EUR |
Maturity: |
10/16/2024 |
Issue date: |
7/29/2024 |
Last trading day: |
10/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
24.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.24 |
Historic volatility: |
0.23 |
Parity: |
0.06 |
Time value: |
0.20 |
Break-even: |
64.60 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.01 |
Spread %: |
4.00% |
Delta: |
0.58 |
Theta: |
-0.03 |
Omega: |
13.98 |
Rho: |
0.04 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.230 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.58% |
1 Month |
|
|
-3.85% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.190 |
1M High / 1M Low: |
0.260 |
0.140 |
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: |
|
0.195 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |