UniCredit Call 35 ACR 18.09.2024
/ DE000HC9XLV4
UniCredit Call 35 ACR 18.09.2024/ DE000HC9XLV4 /
| 16/07/2024 19:25:38 |
Chg.-0.230 |
Bid21:59:04 |
Ask21:59:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.910EUR |
-4.47% |
4.930
Bid Size: 1,000 |
5.150
Ask Size: 1,000 |
ACCOR SA INH. ... |
35.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HC9XLV |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ACCOR SA INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.87 |
| Intrinsic value: |
4.58 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
4.58 |
| Time value: |
0.80 |
| Break-even: |
40.38 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.22 |
| Spread %: |
4.26% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
6.09 |
| Rho: |
0.05 |
Quote data
| Open: |
4.970 |
| High: |
5.070 |
| Low: |
4.760 |
| Previous Close: |
5.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.14% |
| 1 Month |
|
|
+37.54% |
| 3 Months |
|
|
-4.85% |
| YTD |
|
|
+62.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.200 |
4.670 |
| 1M High / 1M Low: |
5.380 |
3.790 |
| 6M High / 6M Low: |
9.020 |
2.770 |
| High (YTD): |
26/03/2024 |
9.020 |
| Low (YTD): |
17/01/2024 |
2.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.778 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.577 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.31% |
| Volatility 6M: |
|
128.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
