UC WAR. CALL 12/24 ACR/ DE000HC7M844 /
| 18/10/2024 21:45:58 | Chg.-0.2500 | Bid21:59:01 | Ask21:59:01 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8600EUR | -8.04% | 2.6600 Bid Size: 2,000 |
2.9500 Ask Size: 2,000 |
ACCOR SA INH. ... | 40.00 - | 18/12/2024 | 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: | 18/12/2024 |
| Issue date: | 23/06/2023 |
| Last trading day: | 17/12/2024 |
| 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): | 26/03/2024 | 5.7200 |
| Low (YTD): | 05/08/2024 | 0.3800 |
| 52W High: | 26/03/2024 | 5.7200 |
| 52W Low: | 05/08/2024 | 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: | - |
