UniCredit Call 130 AAP 15.01.2025/  DE000HD3EBE3  /

EUWAX
2024-05-24  8:44:31 PM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.160EUR 0.00% -
Bid Size: -
-
Ask Size: -
Advance Auto Parts 130.00 - 2025-01-15 Call
 

Master data

WKN: HD3EBE
Issuer: UniCredit
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2025-01-15
Issue date: 2024-03-06
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.73
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.48
Parity: -6.59
Time value: 0.17
Break-even: 131.70
Moneyness: 0.49
Premium: 1.05
Premium p.a.: 2.06
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.13
Theta: -0.02
Omega: 4.91
Rho: 0.04
 

Quote data

Open: 0.120
High: 0.170
Low: 0.120
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -36.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.270 0.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -