UC WAR. CALL 01/25 AUD/ DE000HC544D1 /
2024-09-17 11:41:29 AM | Chg.- | Bid12:00:08 PM | Ask2024-09-17 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.560EUR | - | 6.570 Bid Size: 1,000 |
- Ask Size: 1,000 |
Autodesk Inc | 200.00 - | 2025-01-15 | Call |
Master data
WKN: | HC544D |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Autodesk Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-03-17 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.69 |
Leverage: | Yes |
Calculated values
Fair value: | 4.94 |
---|---|
Intrinsic value: | 4.71 |
Implied volatility: | 0.81 |
Historic volatility: | 0.24 |
Parity: | 4.71 |
Time value: | 1.98 |
Break-even: | 266.90 |
Moneyness: | 1.24 |
Premium: | 0.08 |
Premium p.a.: | 0.32 |
Spread abs.: | 0.24 |
Spread %: | 3.72% |
Delta: | 0.77 |
Theta: | -0.17 |
Omega: | 2.83 |
Rho: | 0.34 |
Quote data
Open: | 6.470 |
---|---|
High: | 6.560 |
Low: | 6.470 |
Previous Close: | 6.540 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +25.43% | ||
3 Months | +22.62% | ||
YTD | +8.61% | ||
1 Year | +46.10% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 6.560 | 5.230 |
6M High / 6M Low: | 6.560 | 2.270 |
High (YTD): | 2024-02-09 | 7.980 |
Low (YTD): | 2024-05-31 | 2.270 |
52W High: | 2024-02-09 | 7.980 |
52W Low: | 2024-05-31 | 2.270 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 5.935 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.621 | |
Avg. volume 6M: | 1.310 | |
Avg. price 1Y: | 5.126 | |
Avg. volume 1Y: | .628 | |
Volatility 1M: | 45.69% | |
Volatility 6M: | 115.86% | |
Volatility 1Y: | 99.06% | |
Volatility 3Y: | - |