UC WAR. CALL 12/24 AEU/ DE000HD45ZM1 /
2024-10-31 9:45:28 PM | Chg.-0.0300 | Bid9:59:14 PM | Ask9:59:14 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3000EUR | -9.09% | 0.2800 Bid Size: 10,000 |
0.3100 Ask Size: 10,000 |
PRYSMIAN | 65.00 - | 2024-12-18 | Call |
Master data
WKN: | HD45ZM |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | PRYSMIAN |
Type: | Warrant |
Option type: | Call |
Strike price: | 65.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2024-03-27 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 18.67 |
Leverage: | Yes |
Calculated values
Fair value: | 0.27 |
---|---|
Intrinsic value: | 0.04 |
Implied volatility: | 0.34 |
Historic volatility: | 0.25 |
Parity: | 0.04 |
Time value: | 0.31 |
Break-even: | 68.50 |
Moneyness: | 1.01 |
Premium: | 0.05 |
Premium p.a.: | 0.43 |
Spread abs.: | 0.03 |
Spread %: | 9.38% |
Delta: | 0.56 |
Theta: | -0.04 |
Omega: | 10.38 |
Rho: | 0.04 |
Quote data
Open: | 0.2300 |
---|---|
High: | 0.3200 |
Low: | 0.2300 |
Previous Close: | 0.3300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -28.57% | ||
---|---|---|---|
1 Month | -21.05% | ||
3 Months | -30.23% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5300 | 0.3300 |
---|---|---|
1M High / 1M Low: | 0.5300 | 0.3300 |
6M High / 6M Low: | 0.5300 | 0.0890 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4520 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4113 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2856 | |
Avg. volume 6M: | 198.4733 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 231.84% | |
Volatility 6M: | 231.10% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |