UniCredit Call 60 PRY 18.12.2024
/ DE000HD35W35
UniCredit Call 60 PRY 18.12.2024/ DE000HD35W35 /
| 2024-09-20 9:30:56 AM |
Chg.+0.030 |
Bid9:51:18 AM |
Ask9:51:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+4.05% |
0.770
Bid Size: 20,000 |
0.780
Ask Size: 20,000 |
PRYSMIAN |
60.00 EUR |
2024-12-18 |
Call |
Master data
| WKN: |
HD35W3 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PRYSMIAN |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
0.57 |
| Time value: |
0.18 |
| Break-even: |
67.50 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
4.17% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
6.79 |
| Rho: |
0.11 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.14% |
| 1 Month |
|
|
+57.14% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.470 |
| 1M High / 1M Low: |
0.740 |
0.360 |
| 6M High / 6M Low: |
0.740 |
0.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.383 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.05% |
| Volatility 6M: |
|
205.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
