UniCredit Call 60 AAP 19.06.2024
/ DE000HC9DFH7
UniCredit Call 60 AAP 19.06.2024/ DE000HC9DFH7 /
| 2024-05-24 8:26:31 PM |
Chg.+0.05 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
+4.81% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
60.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC9DFH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.48 |
| Parity: |
0.41 |
| Time value: |
0.66 |
| Break-even: |
70.70 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
3.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.65 |
| Theta: |
-0.17 |
| Omega: |
3.87 |
| Rho: |
0.02 |
Quote data
| Open: |
1.04 |
| High: |
1.12 |
| Low: |
1.04 |
| Previous Close: |
1.04 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.31% |
| 1 Month |
|
|
-30.13% |
| 3 Months |
|
|
+19.78% |
| YTD |
|
|
+7.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.04 |
| 1M High / 1M Low: |
1.67 |
1.04 |
| 6M High / 6M Low: |
2.54 |
0.53 |
| High (YTD): |
2024-03-21 |
2.54 |
| Low (YTD): |
2024-02-26 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.06% |
| Volatility 6M: |
|
149.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
