UC WAR. CALL 06/24 AWN/ DE000HD07WX5 /
| 2024-06-17 5:41:56 PM | Chg.+0.0800 | Bid5:42:12 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3100EUR | +6.50% | 1.3200 Bid Size: 4,000 |
- Ask Size: - |
Advance Auto Parts | 50.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD07WX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Advance Auto Parts |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-10-26 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.93 |
|---|---|
| Intrinsic value: | 0.93 |
| Implied volatility: | 3.40 |
| Historic volatility: | 0.38 |
| Parity: | 0.93 |
| Time value: | 0.20 |
| Break-even: | 61.30 |
| Moneyness: | 1.19 |
| Premium: | 0.03 |
| Premium p.a.: | 0.00 |
| Spread abs.: | -0.12 |
| Spread %: | -9.60% |
| Delta: | 0.79 |
| Theta: | -1.08 |
| Omega: | 4.13 |
| Rho: | 0.00 |
Quote data
| Open: | 1.1600 |
|---|---|
| High: | 1.3100 |
| Low: | 1.1400 |
| Previous Close: | 1.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.38% | ||
|---|---|---|---|
| 1 Month | -42.54% | ||
| 3 Months | -55.59% | ||
| YTD | -13.82% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3800 | 1.2200 |
|---|---|---|
| 1M High / 1M Low: | 2.2800 | 1.2200 |
| 6M High / 6M Low: | 3.4000 | 1.2200 |
| High (YTD): | 2024-03-21 | 3.4000 |
| Low (YTD): | 2024-06-10 | 1.2200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6024 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0342 | |
| Avg. volume 6M: | 8.4032 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 192.88% | |
| Volatility 6M: | 115.98% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
