UC WAR. CALL 06/24 AWN/ DE000HC9DFH7 /
| 2024-05-27 3:40:27 PM | Chg.-0.0300 | Bid3:51:12 PM | Ask3:51:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0500EUR | -2.78% | 1.0200 Bid Size: 8,000 |
1.0500 Ask Size: 8,000 |
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: | 5.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.56 |
|---|---|
| Intrinsic value: | 0.41 |
| Implied volatility: | 1.36 |
| Historic volatility: | 0.48 |
| Parity: | 0.41 |
| Time value: | 0.66 |
| Break-even: | 70.70 |
| Moneyness: | 1.07 |
| Premium: | 0.10 |
| Premium p.a.: | 3.69 |
| Spread abs.: | 0.01 |
| Spread %: | 0.94% |
| Delta: | 0.65 |
| Theta: | -0.18 |
| Omega: | 3.87 |
| Rho: | 0.02 |
Quote data
| Open: | 1.0600 |
|---|---|
| High: | 1.0600 |
| Low: | 1.0500 |
| Previous Close: | 1.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.22% | ||
|---|---|---|---|
| 1 Month | -33.54% | ||
| 3 Months | -7.89% | ||
| YTD | +1.94% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3500 | 1.0600 |
|---|---|---|
| 1M High / 1M Low: | 1.6800 | 1.0600 |
| 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: | 1.1520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4332 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3519 | |
| Avg. volume 6M: | 11.0806 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.11% | |
| Volatility 6M: | 140.13% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
