UC WAR. CALL 12/24 AEU/ DE000HD4YTW3 /
| 2024-09-11 11:46:10 AM | Chg.+0.0200 | Bid2024-09-11 | Ask2024-09-11 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5800EUR | +3.57% | 0.5800 Bid Size: 25,000 |
0.5900 Ask Size: 25,000 |
PRYSMIAN | 58.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD4YTW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PRYSMIAN |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 58.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-04-24 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.50 |
|---|---|
| Intrinsic value: | 0.26 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.27 |
| Parity: | 0.26 |
| Time value: | 0.32 |
| Break-even: | 63.80 |
| Moneyness: | 1.04 |
| Premium: | 0.05 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.03 |
| Spread %: | 5.45% |
| Delta: | 0.65 |
| Theta: | -0.02 |
| Omega: | 6.82 |
| Rho: | 0.09 |
Quote data
| Open: | 0.5400 |
|---|---|
| High: | 0.5800 |
| Low: | 0.5400 |
| Previous Close: | 0.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.94% | ||
|---|---|---|---|
| 1 Month | +16.00% | ||
| 3 Months | +28.89% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6300 | 0.4700 |
|---|---|---|
| 1M High / 1M Low: | 0.7700 | 0.4700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6314 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 144.82% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
