UC WAR. CALL 01/25 AUD/ DE000HC79M50 /
| 2024-07-25 9:41:10 PM | Chg.+0.1900 | Bid9:57:35 PM | Ask9:57:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6300EUR | +5.52% | - Bid Size: 6,000 |
- Ask Size: 6,000 |
Autodesk Inc | 220.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC79M5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Autodesk Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-06-09 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.73 |
|---|---|
| Intrinsic value: | 0.09 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.25 |
| Parity: | 0.09 |
| Time value: | 3.28 |
| Break-even: | 253.70 |
| Moneyness: | 1.00 |
| Premium: | 0.15 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.01 |
| Spread %: | 0.30% |
| Delta: | 0.59 |
| Theta: | -0.10 |
| Omega: | 3.90 |
| Rho: | 0.47 |
Quote data
| Open: | 3.4400 |
|---|---|
| High: | 3.6700 |
| Low: | 3.2500 |
| Previous Close: | 3.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.13% | ||
|---|---|---|---|
| 1 Month | -4.97% | ||
| 3 Months | +30.11% | ||
| YTD | -25.15% | ||
| 1 Year | +1.68% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7700 | 3.4400 |
|---|---|---|
| 1M High / 1M Low: | 4.3600 | 3.4400 |
| 6M High / 6M Low: | 6.5900 | 1.5100 |
| High (YTD): | 2024-02-09 | 6.5900 |
| Low (YTD): | 2024-05-31 | 1.5100 |
| 52W High: | 2024-02-09 | 6.5900 |
| 52W Low: | 2024-05-31 | 1.5100 |
| Avg. price 1W: | 3.6140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9009 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.0754 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.8615 | |
| Avg. volume 1Y: | .4531 | |
| Volatility 1M: | 91.14% | |
| Volatility 6M: | 127.08% | |
| Volatility 1Y: | 109.40% | |
| Volatility 3Y: | - |
