UC WAR. CALL 01/25 AWN/ DE000HD365K5 /
| 2024-05-23 7:42:03 PM | Chg.-0.0600 | Bid9:09:30 PM | Ask9:09:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6200EUR | -3.57% | 1.6100 Bid Size: 20,000 |
1.6200 Ask Size: 20,000 |
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: | 3.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.55 |
|---|---|
| Intrinsic value: | 0.95 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.48 |
| Parity: | 0.95 |
| Time value: | 0.75 |
| Break-even: | 72.43 |
| Moneyness: | 1.17 |
| Premium: | 0.12 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.03 |
| Spread %: | 1.80% |
| Delta: | 0.73 |
| Theta: | -0.02 |
| Omega: | 2.80 |
| Rho: | 0.20 |
Quote data
| Open: | 1.6800 |
|---|---|
| High: | 1.6800 |
| Low: | 1.6200 |
| Previous Close: | 1.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.92% | ||
|---|---|---|---|
| 1 Month | -28.32% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9600 | 1.6800 |
|---|---|---|
| 1M High / 1M Low: | 2.2600 | 1.6800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0119 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 69.58% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
