UC WAR. CALL 06/24 AEU/ DE000HD3XB27 /
| 15/05/2024 11:45:03 | Chg.+0.0500 | Bid13:16:30 | Ask13:16:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | +22.73% | 0.2700 Bid Size: 30,000 |
0.2800 Ask Size: 30,000 |
PRYSMIAN | 55.00 EUR | 19/06/2024 | Call |
Master data
| WKN: | HD3XB2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PRYSMIAN |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 EUR |
| Maturity: | 19/06/2024 |
| Issue date: | 20/03/2024 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.23 |
|---|---|
| Intrinsic value: | 0.08 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.26 |
| Parity: | 0.08 |
| Time value: | 0.25 |
| Break-even: | 58.30 |
| Moneyness: | 1.01 |
| Premium: | 0.04 |
| Premium p.a.: | 0.57 |
| Spread abs.: | 0.10 |
| Spread %: | 43.48% |
| Delta: | 0.58 |
| Theta: | -0.04 |
| Omega: | 9.87 |
| Rho: | 0.03 |
Quote data
| Open: | 0.2200 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2200 |
| Previous Close: | 0.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +145.45% | ||
|---|---|---|---|
| 1 Month | +297.06% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2400 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | 0.2400 | 0.0380 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0957 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 485.09% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
