UniCredit Call 70 AAP 19.06.2024
/ DE000HC925U6
UniCredit Call 70 AAP 19.06.2024/ DE000HC925U6 /
| 2024-05-10 7:33:58 PM |
Chg.-0.010 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-1.19% |
0.830
Bid Size: 8,000 |
0.840
Ask Size: 8,000 |
Advance Auto Parts |
70.00 USD |
2024-06-19 |
Call |
Master data
| WKN: |
HC925U |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-08-31 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.49 |
| Parity: |
0.47 |
| Time value: |
0.37 |
| Break-even: |
73.39 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.68 |
| Theta: |
-0.07 |
| Omega: |
5.60 |
| Rho: |
0.04 |
Quote data
| Open: |
0.870 |
| High: |
0.880 |
| Low: |
0.830 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.63% |
| 1 Month |
|
|
+9.21% |
| 3 Months |
|
|
+9.21% |
| YTD |
|
|
+22.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.810 |
| 1M High / 1M Low: |
1.110 |
0.690 |
| 6M High / 6M Low: |
1.820 |
0.320 |
| High (YTD): |
2024-03-21 |
1.820 |
| Low (YTD): |
2024-02-26 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.870 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.818 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.62% |
| Volatility 6M: |
|
189.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
