UniCredit Call 1325 RHM 17.12.202.../  DE000HD4PY45  /

Frankfurt Zert./HVB
2024-06-07  7:37:10 PM Chg.+0.080 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
0.850EUR +10.39% 0.820
Bid Size: 8,000
0.930
Ask Size: 8,000
RHEINMETALL AG 1,325.00 - 2025-12-17 Call
 

Master data

WKN: HD4PY4
Issuer: UniCredit
Currency: EUR
Underlying: RHEINMETALL AG
Type: Warrant
Option type: Call
Strike price: 1,325.00 -
Maturity: 2025-12-17
Issue date: 2024-04-16
Last trading day: 2025-12-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 61.62
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.29
Parity: -80.12
Time value: 0.85
Break-even: 1,333.50
Moneyness: 0.40
Premium: 1.55
Premium p.a.: 0.84
Spread abs.: 0.10
Spread %: 13.33%
Delta: 0.08
Theta: -0.04
Omega: 5.06
Rho: 0.53
 

Quote data

Open: 0.760
High: 0.890
Low: 0.760
Previous Close: 0.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.19%
1 Month
  -2.30%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.730
1M High / 1M Low: 0.890 0.690
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.778
Avg. volume 1W:   0.000
Avg. price 1M:   0.791
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.86%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -