UniCredit Call 60 AAP 19.06.2024
/ DE000HC9DFH7
UniCredit Call 60 AAP 19.06.2024/ DE000HC9DFH7 /
| 5/27/2024 7:26:18 PM |
Chg.-0.080 |
Bid9:40:18 PM |
Ask9:40:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-7.21% |
1.030
Bid Size: 8,000 |
1.060
Ask Size: 8,000 |
Advance Auto Parts |
60.00 - |
6/19/2024 |
Call |
Master data
| WKN: |
HC9DFH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
6/19/2024 |
| Issue date: |
9/21/2023 |
| Last trading day: |
6/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
1.36 |
| Historic volatility: |
0.48 |
| Parity: |
0.41 |
| Time value: |
0.66 |
| Break-even: |
70.70 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
3.69 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.65 |
| Theta: |
-0.18 |
| Omega: |
3.87 |
| Rho: |
0.02 |
Quote data
| Open: |
1.010 |
| High: |
1.030 |
| Low: |
0.940 |
| Previous Close: |
1.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.36% |
| 1 Month |
|
|
-33.97% |
| 3 Months |
|
|
-17.60% |
| YTD |
|
|
+1.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
1.030 |
| 1M High / 1M Low: |
1.660 |
1.030 |
| 6M High / 6M Low: |
2.580 |
0.520 |
| High (YTD): |
3/21/2024 |
2.580 |
| Low (YTD): |
2/26/2024 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.42% |
| Volatility 6M: |
|
149.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
