UniCredit Call 60 AAP 15.01.2025
/ DE000HD365K5
UniCredit Call 60 AAP 15.01.2025/ DE000HD365K5 /
| 2024-06-05 8:12:08 PM |
Chg.- |
Bid8:04:19 AM |
Ask8:04:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
- |
1.22
Bid Size: 6,000 |
1.27
Ask Size: 6,000 |
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: |
4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
0.48 |
| Time value: |
0.79 |
| Break-even: |
67.88 |
| Moneyness: |
1.09 |
| Premium: |
0.13 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
2.42% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
3.21 |
| Rho: |
0.17 |
Quote data
| Open: |
1.24 |
| High: |
1.25 |
| Low: |
1.16 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.59% |
| 1 Month |
|
|
-40.40% |
| 3 Months |
|
|
-36.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.18 |
| 1M High / 1M Low: |
2.10 |
1.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
