UC WAR. CALL 06/24 AWN/ DE000HD4RVL6 /
2024-05-27 3:41:14 PM | Chg.-0.0200 | Bid3:51:12 PM | Ask3:51:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3200EUR | -5.88% | 0.2900 Bid Size: 15,000 |
0.3200 Ask Size: 15,000 |
Advance Auto Parts | 75.00 - | 2024-06-19 | Call |
Master data
WKN: | HD4RVL |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Advance Auto Parts |
Type: | Warrant |
Option type: | Call |
Strike price: | 75.00 - |
Maturity: | 2024-06-19 |
Issue date: | 2024-04-17 |
Last trading day: | 2024-06-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 18.86 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 1.09 |
Historic volatility: | 0.48 |
Parity: | -1.09 |
Time value: | 0.34 |
Break-even: | 78.40 |
Moneyness: | 0.86 |
Premium: | 0.22 |
Premium p.a.: | 23.19 |
Spread abs.: | 0.01 |
Spread %: | 3.03% |
Delta: | 0.34 |
Theta: | -0.14 |
Omega: | 6.34 |
Rho: | 0.01 |
Quote data
Open: | 0.3200 |
---|---|
High: | 0.3200 |
Low: | 0.3200 |
Previous Close: | 0.3400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -34.69% | ||
---|---|---|---|
1 Month | -50.00% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4900 | 0.3400 |
---|---|---|
1M High / 1M Low: | 0.6800 | 0.3400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3840 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5379 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 146.19% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |