UniCredit Call 60 AAP 19.06.2024
/ DE000HC9DFH7
UniCredit Call 60 AAP 19.06.2024/ DE000HC9DFH7 /
| 2024-05-23 7:28:48 PM |
Chg.-0.070 |
Bid9:00:54 PM |
Ask9:00:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-6.09% |
1.060
Bid Size: 15,000 |
1.070
Ask Size: 15,000 |
Advance Auto Parts |
60.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC9DFH |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
1.30 |
| Historic volatility: |
0.48 |
| Parity: |
0.49 |
| Time value: |
0.66 |
| Break-even: |
71.50 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
2.71 |
| Spread abs.: |
0.03 |
| Spread %: |
2.68% |
| Delta: |
0.66 |
| Theta: |
-0.16 |
| Omega: |
3.71 |
| Rho: |
0.02 |
Quote data
| Open: |
1.100 |
| High: |
1.110 |
| Low: |
1.030 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.52% |
| 1 Month |
|
|
-37.93% |
| 3 Months |
|
|
+9.09% |
| YTD |
|
|
+6.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.100 |
| 1M High / 1M Low: |
1.740 |
1.100 |
| 6M High / 6M Low: |
2.580 |
0.520 |
| High (YTD): |
2024-03-21 |
2.580 |
| Low (YTD): |
2024-02-26 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.282 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.491 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.334 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.67% |
| Volatility 6M: |
|
150.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
