UniCredit Call 1325 RHM 17.12.202.../  DE000HD4PY45  /

EUWAX
2024-05-28  11:01:42 AM Chg.+0.060 Bid7:16:14 PM Ask7:16:14 PM Underlying Strike price Expiration date Option type
0.890EUR +7.23% 0.750
Bid Size: 14,000
0.800
Ask Size: 14,000
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: 58.48
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.29
Parity: -79.28
Time value: 0.91
Break-even: 1,334.10
Moneyness: 0.40
Premium: 1.51
Premium p.a.: 0.80
Spread abs.: 0.11
Spread %: 13.75%
Delta: 0.09
Theta: -0.04
Omega: 5.04
Rho: 0.57
 

Quote data

Open: 0.810
High: 0.890
Low: 0.810
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.30%
1 Month
  -28.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.760
1M High / 1M Low: 1.000 0.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.806
Avg. volume 1W:   0.000
Avg. price 1M:   0.834
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -