UniCredit Call 50 AAP 19.06.2024
/ DE000HD07WX5
UniCredit Call 50 AAP 19.06.2024/ DE000HD07WX5 /
2024-05-23 7:35:22 PM |
Chg.-0.090 |
Bid8:56:20 PM |
Ask8:56:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.850EUR |
-4.64% |
1.840 Bid Size: 15,000 |
1.850 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: |
1.870 |
High: |
1.890 |
Low: |
1.810 |
Previous Close: |
1.940 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-19.57% |
1 Month |
|
|
-27.73% |
3 Months |
|
|
+23.33% |
YTD |
|
|
+23.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.300 |
1.890 |
1M High / 1M Low: |
2.560 |
1.890 |
6M High / 6M Low: |
3.460 |
0.840 |
High (YTD): |
2024-03-21 |
3.460 |
Low (YTD): |
2024-02-26 |
1.410 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.321 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.985 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.82% |
Volatility 6M: |
|
122.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |