UniCredit Call 58 PRY 18.12.2024
/ DE000HD4YTW3
UniCredit Call 58 PRY 18.12.2024/ DE000HD4YTW3 /
| 05/06/2024 14:06:36 |
Chg.-0.030 |
Bid14:47:41 |
Ask14:47:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-5.17% |
0.560
Bid Size: 30,000 |
0.570
Ask Size: 30,000 |
PRYSMIAN |
58.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD4YTW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
24/04/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.09 |
| Time value: |
0.52 |
| Break-even: |
64.10 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
5.17% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
5.85 |
| Rho: |
0.16 |
Quote data
| Open: |
0.540 |
| High: |
0.560 |
| Low: |
0.540 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.79% |
| 1 Month |
|
|
+139.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.560 |
| 1M High / 1M Low: |
0.700 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
