UniCredit Call 55 PRY 19.06.2024/  DE000HD3XB27  /

EUWAX
2024-05-15  8:44:50 PM Chg.- Bid8:30:02 AM Ask8:30:02 AM Underlying Strike price Expiration date Option type
0.260EUR - 0.250
Bid Size: 10,000
0.270
Ask Size: 10,000
PRYSMIAN 55.00 EUR 2024-06-19 Call
 

Master data

WKN: HD3XB2
Issuer: UniCredit
Currency: EUR
Underlying: PRYSMIAN
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 2024-06-19
Issue date: 2024-03-20
Last trading day: 2024-06-18
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: 0.240
High: 0.260
Low: 0.240
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+62.50%
1 Month  
+566.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.160
1M High / 1M Low: 0.260 0.029
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   510.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -