UniCredit Call 90 AAP 15.01.2025
/ DE000HD2UW91
UniCredit Call 90 AAP 15.01.2025/ DE000HD2UW91 /
| 2024-05-23 7:31:08 PM |
Chg.-0.030 |
Bid9:27:36 PM |
Ask9:27:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-4.62% |
0.600
Bid Size: 35,000 |
0.610
Ask Size: 35,000 |
Advance Auto Parts |
90.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HD2UW9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.48 |
| Parity: |
-2.51 |
| Time value: |
0.67 |
| Break-even: |
96.70 |
| Moneyness: |
0.72 |
| Premium: |
0.49 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.03 |
| Spread %: |
4.69% |
| Delta: |
0.37 |
| Theta: |
-0.03 |
| Omega: |
3.62 |
| Rho: |
0.11 |
Quote data
| Open: |
0.620 |
| High: |
0.630 |
| Low: |
0.590 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.52% |
| 1 Month |
|
|
-34.04% |
| 3 Months |
|
|
-8.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.630 |
| 1M High / 1M Low: |
0.940 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.812 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
