UniCredit Call 50 AAP 15.01.2025/  DE000HD8AUD2  /

Frankfurt Zert./HVB
2024-11-12  7:40:48 PM Chg.+0.010 Bid8:36:39 PM Ask- Underlying Strike price Expiration date Option type
0.190EUR +5.56% 0.180
Bid Size: 60,000
-
Ask Size: -
Advance Auto Parts 50.00 USD 2025-01-15 Call
 

Master data

WKN: HD8AUD
Issuer: UniCredit
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2025-01-15
Issue date: 2024-08-28
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.12
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.42
Parity: -0.89
Time value: 0.18
Break-even: 48.69
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 3.10
Spread abs.: -0.03
Spread %: -14.29%
Delta: 0.29
Theta: -0.03
Omega: 6.21
Rho: 0.02
 

Quote data

Open: 0.200
High: 0.210
Low: 0.190
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+26.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.230 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.182
Avg. volume 1W:   0.000
Avg. price 1M:   0.173
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -