UniCredit Call 70 AAP 15.01.2025
/ DE000HD5ZY59
UniCredit Call 70 AAP 15.01.2025/ DE000HD5ZY59 /
| 2024-07-09 1:27:31 PM |
Chg.-0.020 |
Bid2024-07-09 |
Ask2024-07-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-3.64% |
0.530
Bid Size: 15,000 |
0.550
Ask Size: 15,000 |
Advance Auto Parts |
70.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HD5ZY5 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-05-30 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.38 |
| Parity: |
-1.52 |
| Time value: |
0.55 |
| Break-even: |
75.50 |
| Moneyness: |
0.78 |
| Premium: |
0.38 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.39 |
| Theta: |
-0.03 |
| Omega: |
3.93 |
| Rho: |
0.08 |
Quote data
| Open: |
0.520 |
| High: |
0.530 |
| Low: |
0.520 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.62% |
| 1 Month |
|
|
-31.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.500 |
| 1M High / 1M Low: |
0.850 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.689 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
