UniCredit Call 65 PRY 18.12.2024/  DE000HD45ZM1  /

Frankfurt Zert./HVB
11/15/2024  7:41:27 PM Chg.-0.085 Bid9:59:14 PM Ask9:59:14 PM Underlying Strike price Expiration date Option type
0.075EUR -53.13% 0.030
Bid Size: 10,000
0.140
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: 0.140
High: 0.150
Low: 0.074
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -53.13%
1 Month
  -85.00%
3 Months
  -71.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.075
1M High / 1M Low: 0.530 0.070
6M High / 6M Low: 0.530 0.070
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.145
Avg. volume 1W:   0.000
Avg. price 1M:   0.301
Avg. volume 1M:   0.000
Avg. price 6M:   0.284
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   650.14%
Volatility 6M:   341.81%
Volatility 1Y:   -
Volatility 3Y:   -