UC WAR. CALL 01/25 AWN/ DE000HD23ZD7 /
2024-05-23 9:41:50 PM | Chg.-0.0300 | Bid9:50:41 PM | Ask9:50:41 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4400EUR | -6.38% | 0.4400 Bid Size: 35,000 |
0.4500 Ask Size: 35,000 |
Advance Auto Parts | 100.00 - | 2025-01-15 | Call |
Master data
WKN: | HD23ZD |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Advance Auto Parts |
Type: | Warrant |
Option type: | Call |
Strike price: | 100.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2024-01-24 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 13.24 |
Leverage: | Yes |
Calculated values
Fair value: | 0.23 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.64 |
Historic volatility: | 0.48 |
Parity: | -3.51 |
Time value: | 0.49 |
Break-even: | 104.90 |
Moneyness: | 0.65 |
Premium: | 0.62 |
Premium p.a.: | 1.10 |
Spread abs.: | 0.03 |
Spread %: | 6.52% |
Delta: | 0.30 |
Theta: | -0.03 |
Omega: | 3.93 |
Rho: | 0.09 |
Quote data
Open: | 0.4700 |
---|---|
High: | 0.4700 |
Low: | 0.4400 |
Previous Close: | 0.4700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -24.14% | ||
---|---|---|---|
1 Month | -39.73% | ||
3 Months | -15.38% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5800 | 0.4700 |
---|---|---|
1M High / 1M Low: | 0.7300 | 0.4700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.5240 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6052 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 88.16% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |