UC WAR. CALL 03/25 AUD/ DE000HD63U16 /
12/07/2024 15:42:10 | Chg.0.000 | Bid16:17:55 | Ask16:17:55 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.790EUR | 0.00% | 6.030 Bid Size: 4,000 |
6.040 Ask Size: 4,000 |
Autodesk Inc | 200.00 - | 19/03/2025 | Call |
Master data
WKN: | HD63U1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Autodesk Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 19/03/2025 |
Issue date: | 04/06/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.96 |
Leverage: | Yes |
Calculated values
Fair value: | 3.90 |
---|---|
Intrinsic value: | 2.88 |
Implied volatility: | 0.56 |
Historic volatility: | 0.25 |
Parity: | 2.88 |
Time value: | 2.90 |
Break-even: | 257.80 |
Moneyness: | 1.14 |
Premium: | 0.13 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.01 |
Spread %: | 0.17% |
Delta: | 0.72 |
Theta: | -0.08 |
Omega: | 2.84 |
Rho: | 0.73 |
Quote data
Open: | 5.790 |
---|---|
High: | 5.790 |
Low: | 5.700 |
Previous Close: | 5.790 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.94% | ||
---|---|---|---|
1 Month | +46.21% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.790 | 5.430 |
---|---|---|
1M High / 1M Low: | 5.860 | 3.960 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.640 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.384 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 104.83% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |