UniCredit Call 7.5 BAMI 18.06.2025
/ DE000HD6L7J0
UniCredit Call 7.5 BAMI 18.06.202.../ DE000HD6L7J0 /
| 2024-11-26 8:17:59 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BANCO BPM |
7.50 - |
2025-06-18 |
Call |
Master data
| WKN: |
HD6L7J |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BANCO BPM |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 - |
| Maturity: |
2025-06-18 |
| Issue date: |
2024-06-26 |
| Last trading day: |
2024-11-27 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.28 |
| Parity: |
0.18 |
| Time value: |
0.23 |
| Break-even: |
7.91 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
13.05 |
| Rho: |
0.02 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.380 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+31.03% |
| 3 Months |
|
|
+280.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.400 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
479.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
