UniCredit Call 80 AAP 15.01.2025
/ DE000HD23ZC9
UniCredit Call 80 AAP 15.01.2025/ DE000HD23ZC9 /
| 2024-05-23 6:32:24 PM |
Chg.-0.050 |
Bid6:51:32 PM |
Ask6:51:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-5.56% |
0.850
Bid Size: 30,000 |
0.860
Ask Size: 30,000 |
Advance Auto Parts |
80.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HD23ZC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.48 |
| Parity: |
-1.51 |
| Time value: |
0.91 |
| Break-even: |
89.10 |
| Moneyness: |
0.81 |
| Premium: |
0.37 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.03 |
| Spread %: |
3.41% |
| Delta: |
0.46 |
| Theta: |
-0.03 |
| Omega: |
3.31 |
| Rho: |
0.14 |
Quote data
| Open: |
0.860 |
| High: |
0.870 |
| Low: |
0.830 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.30% |
| 1 Month |
|
|
-32.00% |
| 3 Months |
|
|
-2.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.880 |
| 1M High / 1M Low: |
1.250 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
