UniCredit Call 200 PAYC 19.03.202.../  DE000HD43YW8  /

EUWAX
04/06/2024  14:36:09 Chg.-0.090 Bid04/06/2024 Ask04/06/2024 Underlying Strike price Expiration date Option type
0.770EUR -10.47% 0.770
Bid Size: 10,000
0.840
Ask Size: 10,000
Paycom Software Inc 200.00 - 19/03/2025 Call
 

Master data

WKN: HD43YW
Issuer: UniCredit
Currency: EUR
Underlying: Paycom Software Inc
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 19/03/2025
Issue date: 25/03/2024
Last trading day: 18/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.03
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.47
Parity: -6.69
Time value: 0.83
Break-even: 208.30
Moneyness: 0.67
Premium: 0.57
Premium p.a.: 0.76
Spread abs.: 0.02
Spread %: 2.47%
Delta: 0.27
Theta: -0.04
Omega: 4.41
Rho: 0.22
 

Quote data

Open: 0.760
High: 0.770
Low: 0.760
Previous Close: 0.860
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.62%
1 Month
  -56.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 0.850
1M High / 1M Low: 2.020 0.850
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.146
Avg. volume 1W:   0.000
Avg. price 1M:   1.662
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.37%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -