UniCredit Call 72 PRY 18.12.2024
/ DE000HD694G6
UniCredit Call 72 PRY 18.12.2024/ DE000HD694G6 /
9/11/2024 9:54:27 AM |
Chg.+0.013 |
Bid10:00:50 AM |
Ask10:00:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.047EUR |
+38.24% |
0.047 Bid Size: 50,000 |
0.058 Ask Size: 50,000 |
PRYSMIAN |
72.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HD694G |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
PRYSMIAN |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.00 - |
Maturity: |
12/18/2024 |
Issue date: |
6/12/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
76.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
-1.14 |
Time value: |
0.08 |
Break-even: |
72.79 |
Moneyness: |
0.84 |
Premium: |
0.20 |
Premium p.a.: |
0.98 |
Spread abs.: |
0.06 |
Spread %: |
229.17% |
Delta: |
0.17 |
Theta: |
-0.01 |
Omega: |
12.85 |
Rho: |
0.03 |
Quote data
Open: |
0.047 |
High: |
0.047 |
Low: |
0.047 |
Previous Close: |
0.034 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.54% |
1 Month |
|
|
-27.69% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.057 |
0.022 |
1M High / 1M Low: |
0.100 |
0.022 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.041 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.070 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
397.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |