UniCredit Call 78 BNP 18.12.2024
/ DE000HD75J58
UniCredit Call 78 BNP 18.12.2024/ DE000HD75J58 /
8/30/2024 4:31:12 PM |
Chg.0.000 |
Bid8/30/2024 |
Ask8/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.021EUR |
0.00% |
0.021 Bid Size: 400,000 |
0.024 Ask Size: 400,000 |
BNP PARIBAS INH. ... |
78.00 EUR |
12/18/2024 |
Call |
Master data
WKN: |
HD75J5 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
78.00 EUR |
Maturity: |
12/18/2024 |
Issue date: |
7/17/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
248.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.23 |
Parity: |
-1.59 |
Time value: |
0.03 |
Break-even: |
78.25 |
Moneyness: |
0.80 |
Premium: |
0.26 |
Premium p.a.: |
1.15 |
Spread abs.: |
0.01 |
Spread %: |
31.58% |
Delta: |
0.07 |
Theta: |
-0.01 |
Omega: |
17.12 |
Rho: |
0.01 |
Quote data
Open: |
0.022 |
High: |
0.022 |
Low: |
0.020 |
Previous Close: |
0.021 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.53% |
1 Month |
|
|
-62.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.021 |
0.019 |
1M High / 1M Low: |
0.056 |
0.017 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.020 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.024 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
207.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |