UC WAR. CALL 01/25 AUD/ DE000HC544D1 /
| 30/08/2024 21:40:08 | Chg.+0.010 | Bid21:59:50 | Ask21:59:50 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.980EUR | +0.17% | 5.850 Bid Size: 4,000 |
5.870 Ask Size: 4,000 |
Autodesk Inc | 200.00 - | 15/01/2025 | Call |
Master data
| WKN: | HC544D |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Autodesk Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 17/03/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.87 |
|---|---|
| Intrinsic value: | 3.39 |
| Implied volatility: | 0.72 |
| Historic volatility: | 0.24 |
| Parity: | 3.39 |
| Time value: | 2.47 |
| Break-even: | 258.60 |
| Moneyness: | 1.17 |
| Premium: | 0.11 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.02 |
| Spread %: | 0.34% |
| Delta: | 0.73 |
| Theta: | -0.14 |
| Omega: | 2.91 |
| Rho: | 0.42 |
Quote data
| Open: | 6.400 |
|---|---|
| High: | 6.680 |
| Low: | 5.980 |
| Previous Close: | 5.970 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.98% | ||
|---|---|---|---|
| 1 Month | +26.16% | ||
| 3 Months | +163.44% | ||
| YTD | -0.99% | ||
| 1 Year | +18.65% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.980 | 5.590 |
|---|---|---|
| 1M High / 1M Low: | 5.980 | 3.790 |
| 6M High / 6M Low: | 7.510 | 2.270 |
| High (YTD): | 09/02/2024 | 7.980 |
| Low (YTD): | 31/05/2024 | 2.270 |
| 52W High: | 09/02/2024 | 7.980 |
| 52W Low: | 31/05/2024 | 2.270 |
| Avg. price 1W: | 5.798 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.076 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.907 | |
| Avg. volume 6M: | 1.188 | |
| Avg. price 1Y: | 5.032 | |
| Avg. volume 1Y: | .596 | |
| Volatility 1M: | 99.19% | |
| Volatility 6M: | 113.79% | |
| Volatility 1Y: | 98.50% | |
| Volatility 3Y: | - |
