UC WAR. CALL 01/25 AUD/ DE000HC544D1 /
| 21/06/2024 21:40:28 | Chg.-0.160 | Bid21:59:23 | Ask21:59:23 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.060EUR | -3.07% | 5.110 Bid Size: 4,000 |
5.120 Ask Size: 4,000 |
Autodesk Inc | 200.00 - | 15/01/2025 | Call |
Master data
| WKN: | HC544D |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Autodesk Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 17/03/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.58 |
|---|---|
| Intrinsic value: | 2.66 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.25 |
| Parity: | 2.66 |
| Time value: | 2.46 |
| Break-even: | 251.20 |
| Moneyness: | 1.13 |
| Premium: | 0.11 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.01 |
| Spread %: | 0.20% |
| Delta: | 0.71 |
| Theta: | -0.09 |
| Omega: | 3.16 |
| Rho: | 0.63 |
Quote data
| Open: | 5.220 |
|---|---|
| High: | 5.220 |
| Low: | 4.820 |
| Previous Close: | 5.220 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +29.08% | ||
|---|---|---|---|
| 1 Month | +37.87% | ||
| 3 Months | -30.68% | ||
| YTD | -16.23% | ||
| 1 Year | +16.06% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.360 | 5.060 |
|---|---|---|
| 1M High / 1M Low: | 5.360 | 2.270 |
| 6M High / 6M Low: | 7.980 | 2.270 |
| High (YTD): | 09/02/2024 | 7.980 |
| Low (YTD): | 31/05/2024 | 2.270 |
| 52W High: | 09/02/2024 | 7.980 |
| 52W Low: | 31/05/2024 | 2.270 |
| Avg. price 1W: | 5.202 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.636 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.401 | |
| Avg. volume 6M: | 1.136 | |
| Avg. price 1Y: | 4.872 | |
| Avg. volume 1Y: | .555 | |
| Volatility 1M: | 190.71% | |
| Volatility 6M: | 108.33% | |
| Volatility 1Y: | 95.17% | |
| Volatility 3Y: | - |
