UC WAR. CALL 01/25 AWN/ DE000HD365K5 /
| 2024-06-21 9:41:45 PM | Chg.+0.0100 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2700EUR | +0.79% | 1.2400 Bid Size: 20,000 |
1.2500 Ask Size: 20,000 |
Advance Auto Parts | 60.00 USD | 2025-01-15 | Call |
Master data
| WKN: | HD365K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Advance Auto Parts |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-02-28 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.04 |
|---|---|
| Intrinsic value: | 0.54 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.38 |
| Parity: | 0.54 |
| Time value: | 0.71 |
| Break-even: | 68.62 |
| Moneyness: | 1.10 |
| Premium: | 0.12 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.01 |
| Spread %: | 0.81% |
| Delta: | 0.69 |
| Theta: | -0.02 |
| Omega: | 3.37 |
| Rho: | 0.17 |
Quote data
| Open: | 1.2700 |
|---|---|
| High: | 1.2900 |
| Low: | 1.2500 |
| Previous Close: | 1.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.41% | ||
|---|---|---|---|
| 1 Month | -21.60% | ||
| 3 Months | -56.51% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2700 | 1.1600 |
|---|---|---|
| 1M High / 1M Low: | 1.6400 | 1.1100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2968 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 155.70% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
