UC WAR. CALL 12/24 AEU/ DE000HD4RV61 /
2024-09-19 9:45:32 PM | Chg.+0.1600 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6000EUR | +36.36% | 0.5800 Bid Size: 6,000 |
0.6100 Ask Size: 6,000 |
PRYSMIAN | 62.00 - | 2024-12-18 | Call |
Master data
WKN: | HD4RV6 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | PRYSMIAN |
Type: | Warrant |
Option type: | Call |
Strike price: | 62.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2024-04-17 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 13.73 |
Leverage: | Yes |
Calculated values
Fair value: | 0.42 |
---|---|
Intrinsic value: | 0.12 |
Implied volatility: | 0.30 |
Historic volatility: | 0.26 |
Parity: | 0.12 |
Time value: | 0.34 |
Break-even: | 66.60 |
Moneyness: | 1.02 |
Premium: | 0.05 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.03 |
Spread %: | 6.98% |
Delta: | 0.60 |
Theta: | -0.02 |
Omega: | 8.27 |
Rho: | 0.08 |
Quote data
Open: | 0.4600 |
---|---|
High: | 0.6000 |
Low: | 0.4600 |
Previous Close: | 0.4400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +57.89% | ||
---|---|---|---|
1 Month | +53.85% | ||
3 Months | +71.43% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6000 | 0.3600 |
---|---|---|
1M High / 1M Low: | 0.6000 | 0.2700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.4420 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4039 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 202.87% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |