UC WAR. CALL 01/25 AUD/ DE000HC544D1 /
2024-06-26 9:41:43 PM | Chg.+0.140 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.180EUR | +2.78% | 5.170 Bid Size: 4,000 |
5.180 Ask Size: 4,000 |
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: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.41 |
Leverage: | Yes |
Calculated values
Fair value: | 3.55 |
---|---|
Intrinsic value: | 2.65 |
Implied volatility: | 0.55 |
Historic volatility: | 0.25 |
Parity: | 2.65 |
Time value: | 2.49 |
Break-even: | 251.40 |
Moneyness: | 1.13 |
Premium: | 0.11 |
Premium p.a.: | 0.21 |
Spread abs.: | 0.11 |
Spread %: | 2.19% |
Delta: | 0.71 |
Theta: | -0.09 |
Omega: | 3.14 |
Rho: | 0.61 |
Quote data
Open: | 5.070 |
---|---|
High: | 5.230 |
Low: | 5.070 |
Previous Close: | 5.040 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -0.77% | ||
---|---|---|---|
1 Month | +57.45% | ||
3 Months | -26.84% | ||
YTD | -14.24% | ||
1 Year | +21.31% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.220 | 4.900 |
---|---|---|
1M High / 1M Low: | 5.360 | 2.270 |
6M High / 6M Low: | 7.980 | 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: | 5.080 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 3.844 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.389 | |
Avg. volume 6M: | 1.118 | |
Avg. price 1Y: | 4.882 | |
Avg. volume 1Y: | .555 | |
Volatility 1M: | 187.36% | |
Volatility 6M: | 108.51% | |
Volatility 1Y: | 94.82% | |
Volatility 3Y: | - |