UniCredit Call 200 ADSK 15.01.2025
/ DE000HC544D1
UniCredit Call 200 ADSK 15.01.202.../ DE000HC544D1 /
30/08/2024 18:22:30 |
Chg.+0.170 |
Bid18:37:16 |
Ask18:37:16 |
Underlying |
Strike price |
Expiration date |
Option type |
6.220EUR |
+2.81% |
6.200 Bid Size: 4,000 |
6.220 Ask Size: 4,000 |
Autodesk Inc |
200.00 - |
15/01/2025 |
Call |
Master data
WKN: |
HC544D |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Autodesk Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 - |
Maturity: |
15/01/2025 |
Issue date: |
17/03/2023 |
Last trading day: |
14/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.79 |
Intrinsic value: |
3.31 |
Implied volatility: |
0.74 |
Historic volatility: |
0.24 |
Parity: |
3.31 |
Time value: |
2.58 |
Break-even: |
258.90 |
Moneyness: |
1.17 |
Premium: |
0.11 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
0.51% |
Delta: |
0.72 |
Theta: |
-0.14 |
Omega: |
2.86 |
Rho: |
0.42 |
Quote data
Open: |
6.390 |
High: |
6.610 |
Low: |
6.150 |
Previous Close: |
6.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.87% |
1 Month |
|
|
+28.78% |
3 Months |
|
|
+161.34% |
YTD |
|
|
+3.84% |
1 Year |
|
|
+18.93% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.050 |
5.600 |
1M High / 1M Low: |
6.050 |
2.970 |
6M High / 6M Low: |
7.500 |
2.210 |
High (YTD): |
09/02/2024 |
8.010 |
Low (YTD): |
31/05/2024 |
2.210 |
52W High: |
09/02/2024 |
8.010 |
52W Low: |
31/05/2024 |
2.210 |
Avg. price 1W: |
|
5.760 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.002 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.905 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.019 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
204.26% |
Volatility 6M: |
|
136.63% |
Volatility 1Y: |
|
110.69% |
Volatility 3Y: |
|
- |