UC WAR. CALL 12/24 ACR/ DE000HC7M836 /
9/17/2024 9:46:33 PM | Chg.+0.0800 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.6300EUR | +1.76% | 4.6300 Bid Size: 1,000 |
4.7300 Ask Size: 1,000 |
ACCOR SA INH. ... | 35.00 - | 12/18/2024 | Call |
Master data
WKN: | HC7M83 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ACCOR SA INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 35.00 - |
Maturity: | 12/18/2024 |
Issue date: | 6/23/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.01 |
Leverage: | Yes |
Calculated values
Fair value: | 3.99 |
---|---|
Intrinsic value: | 3.35 |
Implied volatility: | 0.35 |
Historic volatility: | 0.21 |
Parity: | 3.35 |
Time value: | 1.44 |
Break-even: | 39.79 |
Moneyness: | 1.10 |
Premium: | 0.04 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.39 |
Spread %: | 8.86% |
Delta: | 0.74 |
Theta: | -0.01 |
Omega: | 5.96 |
Rho: | 0.06 |
Quote data
Open: | 4.5100 |
---|---|
High: | 4.8200 |
Low: | 4.5100 |
Previous Close: | 4.5500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +12.65% | ||
---|---|---|---|
1 Month | +76.05% | ||
3 Months | -1.07% | ||
YTD | +27.20% | ||
1 Year | +3.35% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.5500 | 4.1100 |
---|---|---|
1M High / 1M Low: | 4.5700 | 2.7700 |
6M High / 6M Low: | 9.4600 | 1.4900 |
High (YTD): | 3/26/2024 | 9.4600 |
Low (YTD): | 8/5/2024 | 1.4900 |
52W High: | 3/26/2024 | 9.4600 |
52W Low: | 8/5/2024 | 1.4900 |
Avg. price 1W: | 4.4100 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.9529 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 5.6062 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 4.7127 | |
Avg. volume 1Y: | .0392 | |
Volatility 1M: | 127.68% | |
Volatility 6M: | 123.73% | |
Volatility 1Y: | 115.84% | |
Volatility 3Y: | - |