UniCredit Call 60 AAP 19.06.2024
/ DE000HC9DFH7
UniCredit Call 60 AAP 19.06.2024/ DE000HC9DFH7 /
| 2024-05-10 8:29:02 PM |
Chg.-0.04 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
-2.58% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
60.00 USD |
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 USD |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-09-21 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.49 |
| Parity: |
1.40 |
| Time value: |
0.14 |
| Break-even: |
71.10 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
3.91 |
| Rho: |
0.05 |
Quote data
| Open: |
1.58 |
| High: |
1.59 |
| Low: |
1.51 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.58% |
| 1 Month |
|
|
+14.39% |
| 3 Months |
|
|
+29.06% |
| YTD |
|
|
+49.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.49 |
| 1M High / 1M Low: |
1.84 |
1.28 |
| 6M High / 6M Low: |
2.54 |
0.53 |
| High (YTD): |
2024-03-21 |
2.54 |
| Low (YTD): |
2024-02-26 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.09% |
| Volatility 6M: |
|
158.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
