UC WAR. CALL 12/24 AUD/ DE000HC544C3 /
30/08/2024 21:40:58 | Chg.+0.010 | Bid21:59:50 | Ask21:59:50 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.880EUR | +0.17% | 5.730 Bid Size: 4,000 |
5.750 Ask Size: 4,000 |
Autodesk Inc | 200.00 - | 18/12/2024 | Call |
Master data
WKN: | HC544C |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Autodesk Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 - |
Maturity: | 18/12/2024 |
Issue date: | 17/03/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.06 |
Leverage: | Yes |
Calculated values
Fair value: | 3.75 |
---|---|
Intrinsic value: | 3.39 |
Implied volatility: | 0.79 |
Historic volatility: | 0.24 |
Parity: | 3.39 |
Time value: | 2.37 |
Break-even: | 257.60 |
Moneyness: | 1.17 |
Premium: | 0.10 |
Premium p.a.: | 0.38 |
Spread abs.: | 0.02 |
Spread %: | 0.35% |
Delta: | 0.73 |
Theta: | -0.17 |
Omega: | 2.95 |
Rho: | 0.34 |
Quote data
Open: | 6.310 |
---|---|
High: | 6.660 |
Low: | 5.880 |
Previous Close: | 5.870 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.30% | ||
---|---|---|---|
1 Month | +27.83% | ||
3 Months | +180.00% | ||
YTD | -0.51% | ||
1 Year | +19.51% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.880 | 5.470 |
---|---|---|
1M High / 1M Low: | 5.880 | 3.640 |
6M High / 6M Low: | 7.370 | 2.100 |
High (YTD): | 09/02/2024 | 7.830 |
Low (YTD): | 31/05/2024 | 2.100 |
52W High: | 09/02/2024 | 7.830 |
52W Low: | 31/05/2024 | 2.100 |
Avg. price 1W: | 5.690 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 4.946 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.746 | |
Avg. volume 6M: | 3.547 | |
Avg. price 1Y: | 4.885 | |
Avg. volume 1Y: | 1.780 | |
Volatility 1M: | 104.58% | |
Volatility 6M: | 120.32% | |
Volatility 1Y: | 103.38% | |
Volatility 3Y: | - |