UC WAR. CALL 06/24 AWN/ DE000HD07WX5 /
| 2024-05-23 9:40:09 PM | Chg.-0.0600 | Bid9:45:37 PM | Ask9:45:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8400EUR | -3.16% | 1.8300 Bid Size: 15,000 |
1.8400 Ask Size: 15,000 |
Advance Auto Parts | 50.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD07WX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Advance Auto Parts |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-10-26 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.51 |
|---|---|
| Intrinsic value: | 1.49 |
| Implied volatility: | 1.56 |
| Historic volatility: | 0.48 |
| Parity: | 1.49 |
| Time value: | 0.40 |
| Break-even: | 68.90 |
| Moneyness: | 1.30 |
| Premium: | 0.06 |
| Premium p.a.: | 1.25 |
| Spread abs.: | -0.02 |
| Spread %: | -1.05% |
| Delta: | 0.80 |
| Theta: | -0.15 |
| Omega: | 2.74 |
| Rho: | 0.02 |
Quote data
| Open: | 1.8700 |
|---|---|
| High: | 1.8900 |
| Low: | 1.8200 |
| Previous Close: | 1.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -18.22% | ||
|---|---|---|---|
| 1 Month | -29.77% | ||
| 3 Months | +25.17% | ||
| YTD | +21.05% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2800 | 1.9000 |
|---|---|---|
| 1M High / 1M Low: | 2.6200 | 1.9000 |
| 6M High / 6M Low: | 3.4000 | 0.8600 |
| High (YTD): | 2024-03-21 | 3.4000 |
| Low (YTD): | 2024-02-26 | 1.4300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3343 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9895 | |
| Avg. volume 6M: | 32.3065 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 76.68% | |
| Volatility 6M: | 110.27% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
