UniCredit Call 50 AAP 19.06.2024
/ DE000HD07WX5
UniCredit Call 50 AAP 19.06.2024/ DE000HD07WX5 /
| 23/05/2024 19:35:22 |
Chg.-0.090 |
Bid20:37:06 |
Ask20:37:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.850EUR |
-4.64% |
1.830
Bid Size: 15,000 |
1.840
Ask Size: 15,000 |
Advance Auto Parts |
50.00 - |
19/06/2024 |
Call |
Master data
| WKN: |
HD07WX |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
26/10/2023 |
| Last trading day: |
18/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
1.56 |
| Historic volatility: |
0.48 |
| Parity: |
1.49 |
| Time value: |
0.40 |
| Break-even: |
68.90 |
| Moneyness: |
1.30 |
| Premium: |
0.06 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
-0.02 |
| Spread %: |
-1.05% |
| Delta: |
0.80 |
| Theta: |
-0.15 |
| Omega: |
2.74 |
| Rho: |
0.02 |
Quote data
| Open: |
1.870 |
| High: |
1.890 |
| Low: |
1.810 |
| Previous Close: |
1.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.57% |
| 1 Month |
|
|
-27.73% |
| 3 Months |
|
|
+23.33% |
| YTD |
|
|
+23.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.300 |
1.890 |
| 1M High / 1M Low: |
2.560 |
1.890 |
| 6M High / 6M Low: |
3.460 |
0.840 |
| High (YTD): |
21/03/2024 |
3.460 |
| Low (YTD): |
26/02/2024 |
1.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.985 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.82% |
| Volatility 6M: |
|
122.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
