UC WAR. CALL 01/25 CSA/ DE000HD0BJM1 /
| 7/9/2024 5:42:12 PM | Chg.0.0000 | Bid6:52:16 PM | Ask6:52:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | 0.00% | 0.1100 Bid Size: 15,000 |
0.1500 Ask Size: 15,000 |
Accenture PLC | 420.00 - | 1/15/2025 | Call |
Master data
| WKN: | HD0BJM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Accenture PLC |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 420.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 10/31/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 184.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.20 |
| Parity: | -14.35 |
| Time value: | 0.15 |
| Break-even: | 421.50 |
| Moneyness: | 0.66 |
| Premium: | 0.52 |
| Premium p.a.: | 1.25 |
| Spread abs.: | 0.02 |
| Spread %: | 15.38% |
| Delta: | 0.06 |
| Theta: | -0.02 |
| Omega: | 10.76 |
| Rho: | 0.08 |
Quote data
| Open: | 0.1500 |
|---|---|
| High: | 0.1500 |
| Low: | 0.1500 |
| Previous Close: | 0.1500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -76.56% | ||
| YTD | -88.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1600 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.2300 | 0.0820 |
| 6M High / 6M Low: | 2.4000 | 0.0820 |
| High (YTD): | 3/7/2024 | 2.4000 |
| Low (YTD): | 6/13/2024 | 0.0820 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1519 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9223 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 304.22% | |
| Volatility 6M: | 203.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
