UniCredit Call 250 ACN 15.01.2025
/ DE000HC544B5
UniCredit Call 250 ACN 15.01.2025/ DE000HC544B5 /
12/11/2024 19:28:25 |
Chg.+0.080 |
Bid20:47:41 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
10.540EUR |
+0.76% |
10.730 Bid Size: 6,000 |
- Ask Size: - |
Accenture PLC |
250.00 - |
15/01/2025 |
Call |
Master data
WKN: |
HC544B |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Accenture PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 - |
Maturity: |
15/01/2025 |
Issue date: |
17/03/2023 |
Last trading day: |
14/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.64 |
Intrinsic value: |
8.51 |
Implied volatility: |
1.00 |
Historic volatility: |
0.21 |
Parity: |
8.51 |
Time value: |
1.82 |
Break-even: |
353.30 |
Moneyness: |
1.34 |
Premium: |
0.05 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.05 |
Spread %: |
0.49% |
Delta: |
0.82 |
Theta: |
-0.30 |
Omega: |
2.66 |
Rho: |
0.30 |
Quote data
Open: |
10.170 |
High: |
10.540 |
Low: |
9.990 |
Previous Close: |
10.460 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.50% |
1 Month |
|
|
+0.86% |
3 Months |
|
|
+57.31% |
YTD |
|
|
+1.44% |
1 Year |
|
|
+26.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.460 |
8.970 |
1M High / 1M Low: |
11.910 |
8.870 |
6M High / 6M Low: |
11.910 |
4.320 |
High (YTD): |
07/03/2024 |
13.380 |
Low (YTD): |
31/05/2024 |
4.320 |
52W High: |
07/03/2024 |
13.380 |
52W Low: |
31/05/2024 |
4.320 |
Avg. price 1W: |
|
9.994 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.502 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.728 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
8.877 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
76.28% |
Volatility 6M: |
|
93.52% |
Volatility 1Y: |
|
81.48% |
Volatility 3Y: |
|
- |