UC WAR. CALL 06/24 AWN/ DE000HC925U6 /
2024-05-23 9:41:29 PM | Chg.-0.0500 | Bid9:50:41 PM | Ask9:50:41 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5100EUR | -8.93% | 0.5100 Bid Size: 25,000 |
0.5200 Ask Size: 25,000 |
Advance Auto Parts | 70.00 - | 2024-06-19 | Call |
Master data
WKN: | HC925U |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Advance Auto Parts |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2023-08-31 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 11.19 |
Leverage: | Yes |
Calculated values
Fair value: | 0.16 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 1.10 |
Historic volatility: | 0.48 |
Parity: | -0.51 |
Time value: | 0.58 |
Break-even: | 75.80 |
Moneyness: | 0.93 |
Premium: | 0.17 |
Premium p.a.: | 7.18 |
Spread abs.: | 0.03 |
Spread %: | 5.45% |
Delta: | 0.46 |
Theta: | -0.15 |
Omega: | 5.18 |
Rho: | 0.02 |
Quote data
Open: | 0.5600 |
---|---|
High: | 0.5600 |
Low: | 0.5100 |
Previous Close: | 0.5600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -34.62% | ||
---|---|---|---|
1 Month | -51.89% | ||
3 Months | -19.05% | ||
YTD | -27.14% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7800 | 0.5600 |
---|---|---|
1M High / 1M Low: | 1.0600 | 0.5600 |
6M High / 6M Low: | 1.8100 | 0.3300 |
High (YTD): | 2024-03-21 | 1.8100 |
Low (YTD): | 2024-05-22 | 0.5600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8329 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8437 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 139.93% | |
Volatility 6M: | 167.80% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |