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UniCredit Call 35 ACR 18.12.2024/  DE000HC7M836  /

Frankfurt Zert./HVB
15/08/2024  15:45:38 Chg.+0.530 Bid15:47:39 Ask15:47:39 Underlying Strike price Expiration date Option type
2.300EUR +29.94% 2.310
Bid Size: 14,000		 2.350
Ask Size: 14,000		 ACCOR SA INH. ... 35.00 - 18/12/2024 Call
 

Master data

WKN: HC7M83
Issuer: UniCredit
Currency: EUR
Underlying: ACCOR SA INH. EO 3
Type: Warrant
Option type: Call
Strike price: 35.00 -
Maturity: 18/12/2024
Issue date: 23/06/2023
Last trading day: 17/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.58
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.20
Parity: -1.24
Time value: 1.92
Break-even: 36.92
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.30
Spread abs.: 0.19
Spread %: 10.98%
Delta: 0.48
Theta: -0.01
Omega: 8.40
Rho: 0.05
 

Quote data

Open: 1.860
High: 2.300
Low: 1.830
Previous Close: 1.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+31.43%
1 Month
  -61.28%
3 Months
  -69.50%
YTD
  -36.99%
1 Year
  -42.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.960 1.730
1M High / 1M Low: 5.940 1.490
6M High / 6M Low: 9.440 1.490
High (YTD): 26/03/2024 9.440
Low (YTD): 05/08/2024 1.490
52W High: 26/03/2024 9.440
52W Low: 05/08/2024 1.490
Avg. price 1W:   1.790
Avg. volume 1W:   0.000
Avg. price 1M:   3.217
Avg. volume 1M:   0.000
Avg. price 6M:   6.017
Avg. volume 6M:   0.000
Avg. price 1Y:   4.661
Avg. volume 1Y:   0.000
Volatility 1M:   169.26%
Volatility 6M:   123.90%
Volatility 1Y:   109.87%
Volatility 3Y:   -