UC WAR. CALL 12/25 RHM/ DE000HD4PY11 /
9/20/2024 9:40:55 PM | Chg.-0.0100 | Bid9:59:23 PM | Ask9:59:23 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5800EUR | -1.69% | 0.5300 Bid Size: 8,000 |
0.6000 Ask Size: 8,000 |
RHEINMETALL AG | 1,250.00 - | 12/17/2025 | Call |
Master data
WKN: | HD4PY1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RHEINMETALL AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 1,250.00 - |
Maturity: | 12/17/2025 |
Issue date: | 4/16/2024 |
Last trading day: | 12/16/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 81.28 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.46 |
Historic volatility: | 0.32 |
Parity: | -76.23 |
Time value: | 0.60 |
Break-even: | 1,256.00 |
Moneyness: | 0.39 |
Premium: | 1.58 |
Premium p.a.: | 1.15 |
Spread abs.: | 0.07 |
Spread %: | 13.21% |
Delta: | 0.07 |
Theta: | -0.04 |
Omega: | 5.37 |
Rho: | 0.33 |
Quote data
Open: | 0.5400 |
---|---|
High: | 0.5900 |
Low: | 0.5300 |
Previous Close: | 0.5900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -30.95% | ||
---|---|---|---|
1 Month | -30.95% | ||
3 Months | 0.00% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8100 | 0.4500 |
---|---|---|
1M High / 1M Low: | 0.9600 | 0.4500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5800 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7609 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 218.00% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |