UniCredit Call 60 AAP 15.01.2025
/ DE000HD365K5
UniCredit Call 60 AAP 15.01.2025/ DE000HD365K5 /
| 2024-06-17 8:26:59 AM |
Chg.-0.02 |
Bid11:17:06 AM |
Ask11:17:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
-1.85% |
1.08
Bid Size: 8,000 |
1.12
Ask Size: 8,000 |
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: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.38 |
| Parity: |
0.32 |
| Time value: |
0.80 |
| Break-even: |
67.26 |
| Moneyness: |
1.06 |
| Premium: |
0.14 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
3.45 |
| Rho: |
0.16 |
Quote data
| Open: |
1.06 |
| High: |
1.06 |
| Low: |
1.06 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.36% |
| 1 Month |
|
|
-45.36% |
| 3 Months |
|
|
-59.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.08 |
| 1M High / 1M Low: |
1.94 |
1.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
