UC WAR. CALL 01/25 AUD/ DE000HC544D1 /
| 7/26/2024 9:41:29 PM | Chg.-0.1400 | Bid9:59:38 PM | Ask9:59:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.8300EUR | -2.82% | 4.7500 Bid Size: 4,000 |
4.7600 Ask Size: 4,000 |
Autodesk Inc | 200.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC544D |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Autodesk Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 3/17/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.02 |
|---|---|
| Intrinsic value: | 2.19 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.25 |
| Parity: | 2.19 |
| Time value: | 2.57 |
| Break-even: | 247.60 |
| Moneyness: | 1.11 |
| Premium: | 0.12 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.01 |
| Spread %: | 0.21% |
| Delta: | 0.69 |
| Theta: | -0.10 |
| Omega: | 3.22 |
| Rho: | 0.50 |
Quote data
| Open: | 4.9700 |
|---|---|
| High: | 5.0500 |
| Low: | 4.8100 |
| Previous Close: | 4.9700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -7.12% | ||
| 3 Months | +26.11% | ||
| YTD | -20.03% | ||
| 1 Year | +11.55% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.1700 | 4.7500 |
|---|---|---|
| 1M High / 1M Low: | 5.8100 | 4.7500 |
| 6M High / 6M Low: | 7.9800 | 2.2700 |
| High (YTD): | 2/9/2024 | 7.9800 |
| Low (YTD): | 5/31/2024 | 2.2700 |
| 52W High: | 2/9/2024 | 7.9800 |
| 52W Low: | 5/31/2024 | 2.2700 |
| Avg. price 1W: | 4.9620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 5.2727 | |
| Avg. volume 1M: | .4545 | |
| Avg. price 6M: | 5.2882 | |
| Avg. volume 6M: | 1.1969 | |
| Avg. price 1Y: | 4.9589 | |
| Avg. volume 1Y: | .5938 | |
| Volatility 1M: | 78.55% | |
| Volatility 6M: | 108.96% | |
| Volatility 1Y: | 95.87% | |
| Volatility 3Y: | - |
