UniCredit Call 90 AAP 15.01.2025/  DE000HD2UW91  /

EUWAX
2024-06-21  8:12:18 PM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.360EUR +2.86% -
Bid Size: -
-
Ask Size: -
Advance Auto Parts 90.00 - 2025-01-15 Call
 

Master data

WKN: HD2UW9
Issuer: UniCredit
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-01-15
Issue date: 2024-02-21
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.08
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.38
Parity: -2.85
Time value: 0.36
Break-even: 93.60
Moneyness: 0.68
Premium: 0.52
Premium p.a.: 1.10
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.27
Theta: -0.02
Omega: 4.62
Rho: 0.07
 

Quote data

Open: 0.330
High: 0.380
Low: 0.330
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -41.94%
3 Months
  -73.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.620 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.332
Avg. volume 1W:   0.000
Avg. price 1M:   0.391
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -