UC WAR. CALL 12/24 ACR/ DE000HC7M844 /
10/18/2024 7:45:43 PM | Chg.-0.2500 | Bid9:20:41 PM | Ask9:20:41 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.8600EUR | -8.04% | 2.7000 Bid Size: 2,000 |
2.8700 Ask Size: 2,000 |
ACCOR SA INH. ... | 40.00 - | 12/18/2024 | Call |
Master data
WKN: | HC7M84 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ACCOR SA INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 - |
Maturity: | 12/18/2024 |
Issue date: | 6/23/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 13.16 |
Leverage: | Yes |
Calculated values
Fair value: | 2.76 |
---|---|
Intrinsic value: | 1.99 |
Implied volatility: | 0.28 |
Historic volatility: | 0.21 |
Parity: | 1.99 |
Time value: | 1.20 |
Break-even: | 43.19 |
Moneyness: | 1.05 |
Premium: | 0.03 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.29 |
Spread %: | 10.00% |
Delta: | 0.70 |
Theta: | -0.02 |
Omega: | 9.21 |
Rho: | 0.04 |
Quote data
Open: | 2.7900 |
---|---|
High: | 3.0400 |
Low: | 2.7900 |
Previous Close: | 3.1100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +39.51% | ||
---|---|---|---|
1 Month | +107.25% | ||
3 Months | +31.19% | ||
YTD | +58.89% | ||
1 Year | +132.52% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.1100 | 2.0500 |
---|---|---|
1M High / 1M Low: | 3.1100 | 1.1700 |
6M High / 6M Low: | 4.8400 | 0.3800 |
High (YTD): | 3/26/2024 | 5.7200 |
Low (YTD): | 8/5/2024 | 0.3800 |
52W High: | 3/26/2024 | 5.7200 |
52W Low: | 8/5/2024 | 0.3800 |
Avg. price 1W: | 2.5080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.9273 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.2833 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.3669 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 335.57% | |
Volatility 6M: | 209.39% | |
Volatility 1Y: | 171.86% | |
Volatility 3Y: | - |