UC WAR. CALL 12/24 ACR/ DE000HD7F8S6 /
2024-10-18 7:47:04 PM | Chg.-0.0130 | Bid8:52:15 PM | Ask8:52:15 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0870EUR | -13.00% | 0.0710 Bid Size: 30,000 |
0.0880 Ask Size: 30,000 |
ACCOR SA INH. ... | 44.00 EUR | 2024-12-18 | Call |
Master data
WKN: | HD7F8S |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ACCOR SA INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 44.00 EUR |
Maturity: | 2024-12-18 |
Issue date: | 2024-07-29 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 38.17 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.21 |
Parity: | -0.20 |
Time value: | 0.11 |
Break-even: | 45.10 |
Moneyness: | 0.95 |
Premium: | 0.07 |
Premium p.a.: | 0.53 |
Spread abs.: | 0.03 |
Spread %: | 37.50% |
Delta: | 0.37 |
Theta: | -0.02 |
Omega: | 14.19 |
Rho: | 0.02 |
Quote data
Open: | 0.0800 |
---|---|
High: | 0.0880 |
Low: | 0.0800 |
Previous Close: | 0.1000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +67.31% | ||
---|---|---|---|
1 Month | +128.95% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1000 | 0.0520 |
---|---|---|
1M High / 1M Low: | 0.1000 | 0.0300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0698 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0539 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 412.64% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |