UniCredit Call 65 PRY 18.12.2024
/ DE000HD45ZM1
UniCredit Call 65 PRY 18.12.2024/ DE000HD45ZM1 /
11/10/2024 20:18:39 |
Chg.+0.070 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
+22.58% |
- Bid Size: - |
- Ask Size: - |
PRYSMIAN |
65.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HD45ZM |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
PRYSMIAN |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
18/12/2024 |
Issue date: |
27/03/2024 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.35 |
Historic volatility: |
0.26 |
Parity: |
0.07 |
Time value: |
0.38 |
Break-even: |
69.50 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.12 |
Spread %: |
36.36% |
Delta: |
0.58 |
Theta: |
-0.03 |
Omega: |
8.41 |
Rho: |
0.06 |
Quote data
Open: |
0.340 |
High: |
0.380 |
Low: |
0.340 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.15% |
1 Month |
|
|
+65.22% |
3 Months |
|
|
+2.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.310 |
1M High / 1M Low: |
0.470 |
0.220 |
6M High / 6M Low: |
0.470 |
0.047 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.362 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.353 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.244 |
Avg. volume 6M: |
|
38.760 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
273.95% |
Volatility 6M: |
|
283.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |