UniCredit Call 90 AAP 15.01.2025/  DE000HD2UW91  /

EUWAX
8/1/2024  8:57:57 PM Chg.-0.050 Bid9:53:30 PM Ask9:53:30 PM Underlying Strike price Expiration date Option type
0.200EUR -20.00% -
Bid Size: -
-
Ask Size: -
Advance Auto Parts 90.00 - 1/15/2025 Call
 

Master data

WKN: HD2UW9
Issuer: UniCredit
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 1/15/2025
Issue date: 2/21/2024
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.50
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.38
Parity: -3.15
Time value: 0.26
Break-even: 92.60
Moneyness: 0.65
Premium: 0.58
Premium p.a.: 1.73
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.22
Theta: -0.02
Omega: 4.98
Rho: 0.05
 

Quote data

Open: 0.230
High: 0.240
Low: 0.200
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -9.09%
3 Months
  -76.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.200
1M High / 1M Low: 0.310 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   213.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -