UniCredit Call 58 PRY 18.12.2024/  DE000HD4YTW3  /

EUWAX
04/06/2024  20:57:56 Chg.-0.050 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.590EUR -7.81% -
Bid Size: -
-
Ask Size: -
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: 8.84
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.21
Implied volatility: 0.29
Historic volatility: 0.25
Parity: 0.21
Time value: 0.47
Break-even: 64.80
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 3.03%
Delta: 0.64
Theta: -0.02
Omega: 5.67
Rho: 0.17
 

Quote data

Open: 0.580
High: 0.590
Low: 0.570
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.72%
1 Month  
+156.52%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.550
1M High / 1M Low: 0.710 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.594
Avg. volume 1W:   0.000
Avg. price 1M:   0.475
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -