UC WAR. CALL 01/25 AUD/ DE000HC79M50 /
| 2024-10-15 9:40:31 PM | Chg.- | Bid9:58:36 PM | Ask2024-10-15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.510EUR | - | 6.520 Bid Size: 4,000 |
- Ask Size: 1,000 |
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: | 2024-10-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.31 |
|---|---|
| Intrinsic value: | 6.17 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.25 |
| Parity: | 6.17 |
| Time value: | 0.26 |
| Break-even: | 284.30 |
| Moneyness: | 1.28 |
| Premium: | 0.01 |
| Premium p.a.: | 0.05 |
| Spread abs.: | -0.09 |
| Spread %: | -1.38% |
| Delta: | 0.94 |
| Theta: | -0.06 |
| Omega: | 4.12 |
| Rho: | 0.38 |
Quote data
| Open: | 6.340 |
|---|---|
| High: | 6.530 |
| Low: | 6.300 |
| Previous Close: | 6.470 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +36.19% | ||
| 3 Months | +110.68% | ||
| YTD | +34.23% | ||
| 1 Year | +120.68% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 6.510 | 4.780 |
| 6M High / 6M Low: | 6.510 | 1.510 |
| High (YTD): | 2024-02-09 | 6.590 |
| Low (YTD): | 2024-05-31 | 1.510 |
| 52W High: | 2024-02-09 | 6.590 |
| 52W Low: | 2024-05-31 | 1.510 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 5.837 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.738 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.116 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 95.87% | |
| Volatility 6M: | 128.14% | |
| Volatility 1Y: | 114.88% | |
| Volatility 3Y: | - |
