UniCredit Call 62 PRY 18.12.2024/  DE000HD4RV61  /

EUWAX
6/5/2024  8:54:56 PM Chg.-0.040 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.360EUR -10.00% -
Bid Size: -
-
Ask Size: -
PRYSMIAN 62.00 - 12/18/2024 Call
 

Master data

WKN: HD4RV6
Issuer: UniCredit
Currency: EUR
Underlying: PRYSMIAN
Type: Warrant
Option type: Call
Strike price: 62.00 -
Maturity: 12/18/2024
Issue date: 4/17/2024
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.02
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.25
Parity: -0.31
Time value: 0.42
Break-even: 66.20
Moneyness: 0.95
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.03
Spread %: 7.69%
Delta: 0.48
Theta: -0.02
Omega: 6.78
Rho: 0.13
 

Quote data

Open: 0.350
High: 0.370
Low: 0.350
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.70%
1 Month  
+157.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.370
1M High / 1M Low: 0.490 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.314
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -