UC WAR. CALL 09/24 AUD/ DE000HD03KA7 /
02/08/2024 21:40:10 | Chg.-0.2300 | Bid21:59:43 | Ask21:59:43 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6100EUR | -27.38% | 0.5600 Bid Size: 6,000 |
0.6100 Ask Size: 6,000 |
Autodesk Inc | 250.00 - | 18/09/2024 | Call |
Master data
WKN: | HD03KA |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Autodesk Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 - |
Maturity: | 18/09/2024 |
Issue date: | 23/10/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 34.76 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.59 |
Historic volatility: | 0.25 |
Parity: | -3.79 |
Time value: | 0.61 |
Break-even: | 256.10 |
Moneyness: | 0.85 |
Premium: | 0.21 |
Premium p.a.: | 3.47 |
Spread abs.: | 0.05 |
Spread %: | 8.93% |
Delta: | 0.25 |
Theta: | -0.16 |
Omega: | 8.83 |
Rho: | 0.06 |
Quote data
Open: | 0.7100 |
---|---|
High: | 0.7100 |
Low: | 0.6100 |
Previous Close: | 0.8400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -29.89% | ||
---|---|---|---|
1 Month | -50.41% | ||
3 Months | -14.08% | ||
YTD | -77.07% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0900 | 0.6100 |
---|---|---|
1M High / 1M Low: | 1.5000 | 0.6100 |
6M High / 6M Low: | 4.0100 | 0.2800 |
High (YTD): | 09/02/2024 | 4.0100 |
Low (YTD): | 31/05/2024 | 0.2800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0839 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.6409 | |
Avg. volume 6M: | 4.8110 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 225.14% | |
Volatility 6M: | 250.54% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |