UC WAR. CALL 12/24 AEU/ DE000HD45ZM1 /
| 11/15/2024 9:45:36 PM | Chg.-0.0710 | Bid9:59:14 PM | Ask9:59:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0890EUR | -44.38% | 0.0300 Bid Size: 10,000 |
0.1400 Ask Size: 10,000 |
PRYSMIAN | 65.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD45ZM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PRYSMIAN |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 3/27/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 43.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.26 |
| Parity: | -0.41 |
| Time value: | 0.14 |
| Break-even: | 66.40 |
| Moneyness: | 0.94 |
| Premium: | 0.09 |
| Premium p.a.: | 1.67 |
| Spread abs.: | 0.11 |
| Spread %: | 366.67% |
| Delta: | 0.32 |
| Theta: | -0.04 |
| Omega: | 13.91 |
| Rho: | 0.02 |
Quote data
| Open: | 0.1100 |
|---|---|
| High: | 0.1500 |
| Low: | 0.0890 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -44.38% | ||
|---|---|---|---|
| 1 Month | -82.55% | ||
| 3 Months | -65.77% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2500 | 0.0890 |
|---|---|---|
| 1M High / 1M Low: | 0.5300 | 0.0890 |
| 6M High / 6M Low: | 0.5300 | 0.0890 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1518 | |
| Avg. volume 1W: | 200 | |
| Avg. price 1M: | 0.3082 | |
| Avg. volume 1M: | 45.4545 | |
| Avg. price 6M: | 0.2895 | |
| Avg. volume 6M: | 206.1069 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 503.97% | |
| Volatility 6M: | 295.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
