UniCredit Knock-Out PRY/ DE000HD3QER3 /
| 2024-06-04 7:33:46 PM | Chg.-0.080 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.410EUR | -5.37% | 1.400 Bid Size: 3,000 |
1.430 Ask Size: 3,000 |
PRYSMIAN | 45.1994 EUR | 2078-12-31 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD3QER |
| Currency: | EUR |
| Underlying: | PRYSMIAN |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 45.1994 EUR |
| Maturity: | Endless |
| Issue date: | 2024-03-14 |
| Last trading day: | 2078-12-31 |
| Ratio: | 10:1 |
| Exercise type: | Bermuda |
| Quanto: | - |
| Gearing: | 3.90 |
| Knock-out: | 46.00 |
| Knock-out violated on: | - |
| Distance to knock-out: | 13.20 |
| Distance to knock-out %: | 22.30% |
| Distance to strike price: | 14.0101 |
| Distance to strike price %: | 23.67% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.02 |
| Spread %: | 1.32% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.470 |
|---|---|
| High: | 1.470 |
| Low: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -3.42% | ||
|---|---|---|---|
| 1 Month | +107.35% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.490 | 1.390 |
|---|---|---|
| 1M High / 1M Low: | 1.600 | 0.730 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.452 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.234 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 121.60% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
