UC WAR. CALL 06/24 AWN/ DE000HC9DFH7 /
| 2024-05-23 5:41:21 PM | Chg.-0.0600 | Bid7:36:29 PM | Ask7:36:29 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0600EUR | -5.36% | 1.0600 Bid Size: 15,000 |
1.0700 Ask Size: 15,000 |
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: | 5.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.64 |
|---|---|
| Intrinsic value: | 0.49 |
| Implied volatility: | 1.30 |
| Historic volatility: | 0.48 |
| Parity: | 0.49 |
| Time value: | 0.66 |
| Break-even: | 71.50 |
| Moneyness: | 1.08 |
| Premium: | 0.10 |
| Premium p.a.: | 2.71 |
| Spread abs.: | 0.03 |
| Spread %: | 2.68% |
| Delta: | 0.66 |
| Theta: | -0.16 |
| Omega: | 3.71 |
| Rho: | 0.02 |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.1200 |
| Low: | 1.0600 |
| Previous Close: | 1.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.90% | ||
|---|---|---|---|
| 1 Month | -39.77% | ||
| 3 Months | +9.28% | ||
| YTD | +2.91% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4500 | 1.1200 |
|---|---|---|
| 1M High / 1M Low: | 1.7600 | 1.1200 |
| 6M High / 6M Low: | 2.6100 | 0.5300 |
| High (YTD): | 2024-03-21 | 2.6100 |
| Low (YTD): | 2024-02-26 | 0.9200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5081 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3446 | |
| Avg. volume 6M: | 11.0806 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 105.45% | |
| Volatility 6M: | 140.90% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
