UniCredit Call 110 AAP 15.01.2025/  DE000HD4RVM4  /

EUWAX
2024-05-24  8:20:30 PM Chg.+0.010 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.320EUR +3.23% -
Bid Size: -
-
Ask Size: -
Advance Auto Parts 110.00 - 2025-01-15 Call
 

Master data

WKN: HD4RVM
Issuer: UniCredit
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2025-01-15
Issue date: 2024-04-17
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.04
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.48
Parity: -4.59
Time value: 0.32
Break-even: 113.20
Moneyness: 0.58
Premium: 0.76
Premium p.a.: 1.42
Spread abs.: 0.01
Spread %: 3.23%
Delta: 0.22
Theta: -0.02
Omega: 4.36
Rho: 0.07
 

Quote data

Open: 0.300
High: 0.320
Low: 0.300
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -30.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.310
1M High / 1M Low: 0.490 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.338
Avg. volume 1W:   0.000
Avg. price 1M:   0.419
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   86.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -