UniCredit Call 38 ACR 18.09.2024
/ DE000HD03141
UniCredit Call 38 ACR 18.09.2024/ DE000HD03141 /
| 7/16/2024 8:41:33 PM |
Chg.-0.21 |
Bid9:51:42 PM |
Ask9:51:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
-7.32% |
2.68
Bid Size: 2,000 |
2.81
Ask Size: 2,000 |
ACCOR SA INH. ... |
38.00 - |
9/18/2024 |
Call |
Master data
| WKN: |
HD0314 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ACCOR SA INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 - |
| Maturity: |
9/18/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
1.58 |
| Time value: |
1.49 |
| Break-even: |
41.07 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.22 |
| Spread %: |
7.72% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
8.56 |
| Rho: |
0.04 |
Quote data
| Open: |
2.69 |
| High: |
2.75 |
| Low: |
2.56 |
| Previous Close: |
2.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.40% |
| 1 Month |
|
|
+43.78% |
| 3 Months |
|
|
-17.90% |
| YTD |
|
|
+46.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.87 |
2.50 |
| 1M High / 1M Low: |
3.09 |
2.01 |
| 6M High / 6M Low: |
6.44 |
1.60 |
| High (YTD): |
3/26/2024 |
6.44 |
| Low (YTD): |
1/17/2024 |
1.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.75% |
| Volatility 6M: |
|
166.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
