UniCredit Call 60 AAP 15.01.2025
/ DE000HD365K5
UniCredit Call 60 AAP 15.01.2025/ DE000HD365K5 /
| 2024-05-23 7:38:12 PM |
Chg.-0.080 |
Bid9:37:46 PM |
Ask9:37:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.620EUR |
-4.71% |
1.610
Bid Size: 20,000 |
1.620
Ask Size: 20,000 |
Advance Auto Parts |
60.00 USD |
2025-01-15 |
Call |
Master data
| WKN: |
HD365K |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.48 |
| Parity: |
0.95 |
| Time value: |
0.75 |
| Break-even: |
72.43 |
| Moneyness: |
1.17 |
| Premium: |
0.12 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.80% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
2.80 |
| Rho: |
0.20 |
Quote data
| Open: |
1.650 |
| High: |
1.670 |
| Low: |
1.580 |
| Previous Close: |
1.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.35% |
| 1 Month |
|
|
-27.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.660 |
| 1M High / 1M Low: |
2.220 |
1.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.998 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
