UniCredit Call 1375 RHM 17.12.202.../  DE000HD4PY60  /

Frankfurt Zert./HVB
2024-05-27  7:31:36 PM Chg.+0.030 Bid9:59:38 PM Ask9:59:38 PM Underlying Strike price Expiration date Option type
0.720EUR +4.35% 0.690
Bid Size: 6,000
0.800
Ask Size: 6,000
RHEINMETALL AG 1,375.00 - 2025-12-17 Call
 

Master data

WKN: HD4PY6
Issuer: UniCredit
Currency: EUR
Underlying: RHEINMETALL AG
Type: Warrant
Option type: Call
Strike price: 1,375.00 -
Maturity: 2025-12-17
Issue date: 2024-04-16
Last trading day: 2025-12-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 68.94
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.29
Parity: -84.42
Time value: 0.77
Break-even: 1,382.70
Moneyness: 0.39
Premium: 1.60
Premium p.a.: 0.85
Spread abs.: 0.11
Spread %: 16.67%
Delta: 0.07
Theta: -0.04
Omega: 5.16
Rho: 0.50
 

Quote data

Open: 0.670
High: 0.760
Low: 0.670
Previous Close: 0.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.49%
1 Month
  -33.95%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.660
1M High / 1M Low: 0.880 0.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.706
Avg. volume 1W:   0.000
Avg. price 1M:   0.727
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -