UC WAR. CALL 06/25 ACR/ DE000HD1EBL2 /
2024-10-18 9:47:17 PM | Chg.-0.0300 | Bid9:59:52 PM | Ask9:59:52 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8200EUR | -3.53% | 0.8000 Bid Size: 14,000 |
0.8300 Ask Size: 14,000 |
ACCOR SA INH. ... | 35.00 - | 2025-06-18 | Call |
Master data
WKN: | HD1EBL |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ACCOR SA INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 35.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-12-27 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.88 |
Leverage: | Yes |
Calculated values
Fair value: | 0.81 |
---|---|
Intrinsic value: | 0.70 |
Implied volatility: | 0.28 |
Historic volatility: | 0.21 |
Parity: | 0.70 |
Time value: | 0.16 |
Break-even: | 43.60 |
Moneyness: | 1.20 |
Premium: | 0.04 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.03 |
Spread %: | 3.61% |
Delta: | 0.84 |
Theta: | -0.01 |
Omega: | 4.12 |
Rho: | 0.18 |
Quote data
Open: | 0.8100 |
---|---|
High: | 0.8400 |
Low: | 0.8100 |
Previous Close: | 0.8500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.49% | ||
---|---|---|---|
1 Month | +41.38% | ||
3 Months | +32.26% | ||
YTD | +78.26% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8500 | 0.7100 |
---|---|---|
1M High / 1M Low: | 0.8500 | 0.5400 |
6M High / 6M Low: | 0.9300 | 0.2600 |
High (YTD): | 2024-03-26 | 1.0300 |
Low (YTD): | 2024-08-05 | 0.2600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7720 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6745 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.6416 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 142.08% | |
Volatility 6M: | 106.18% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |