UniCredit Call 68 BNP 18.12.2024/  DE000HD80EH3  /

Frankfurt Zert./HVB
04/10/2024  19:36:45 Chg.+0.010 Bid21:59:44 Ask21:59:44 Underlying Strike price Expiration date Option type
0.067EUR +17.54% 0.070
Bid Size: 25,000
0.130
Ask Size: 25,000
BNP PARIBAS INH. ... 68.00 EUR 18/12/2024 Call
 

Master data

WKN: HD80EH
Issuer: UniCredit
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 68.00 EUR
Maturity: 18/12/2024
Issue date: 19/08/2024
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 46.82
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.23
Parity: -0.71
Time value: 0.13
Break-even: 69.30
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.90
Spread abs.: 0.06
Spread %: 85.71%
Delta: 0.26
Theta: -0.02
Omega: 12.19
Rho: 0.03
 

Quote data

Open: 0.066
High: 0.075
Low: 0.064
Previous Close: 0.057
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -48.46%
1 Month
  -48.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.057
1M High / 1M Low: 0.210 0.057
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.135
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   287.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -