UniCredit Call 80 BNP 18.12.2024/  DE000HC30PY1  /

EUWAX
8/30/2024  8:56:33 PM Chg.0.000 Bid9:59:03 PM Ask9:59:03 PM Underlying Strike price Expiration date Option type
0.015EUR 0.00% 0.016
Bid Size: 50,000
0.022
Ask Size: 50,000
BNP PARIBAS INH. ... 80.00 - 12/18/2024 Call
 

Master data

WKN: HC30PY
Issuer: UniCredit
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 12/18/2024
Issue date: 1/11/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 284.45
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -1.74
Time value: 0.02
Break-even: 80.22
Moneyness: 0.78
Premium: 0.28
Premium p.a.: 1.30
Spread abs.: 0.01
Spread %: 37.50%
Delta: 0.06
Theta: -0.01
Omega: 17.01
Rho: 0.01
 

Quote data

Open: 0.016
High: 0.016
Low: 0.015
Previous Close: 0.015
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month  
+50.00%
3 Months
  -90.00%
YTD
  -83.87%
1 Year
  -85.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.014
1M High / 1M Low: 0.024 0.010
6M High / 6M Low: 0.170 0.001
High (YTD): 5/20/2024 0.170
Low (YTD): 6/28/2024 0.001
52W High: 5/20/2024 0.170
52W Low: 6/28/2024 0.001
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.063
Avg. volume 6M:   0.000
Avg. price 1Y:   0.061
Avg. volume 1Y:   0.000
Volatility 1M:   555.01%
Volatility 6M:   4,979.86%
Volatility 1Y:   3,529.75%
Volatility 3Y:   -