UniCredit Call 38 ACR 18.12.2024
/ DE000HD4VSA7
UniCredit Call 38 ACR 18.12.2024/ DE000HD4VSA7 /
2024-10-18 8:05:47 PM |
Chg.-0.030 |
Bid2024-10-18 |
Ask2024-10-18 |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-6.52% |
0.430 Bid Size: 14,000 |
0.450 Ask Size: 14,000 |
ACCOR SA INH. ... |
38.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HD4VSA |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ACCOR SA INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2024-04-22 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.40 |
Implied volatility: |
0.32 |
Historic volatility: |
0.21 |
Parity: |
0.40 |
Time value: |
0.08 |
Break-even: |
42.80 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
6.67% |
Delta: |
0.81 |
Theta: |
-0.01 |
Omega: |
7.08 |
Rho: |
0.05 |
Quote data
Open: |
0.450 |
High: |
0.470 |
Low: |
0.430 |
Previous Close: |
0.460 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.47% |
1 Month |
|
|
+79.17% |
3 Months |
|
|
+38.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.340 |
1M High / 1M Low: |
0.460 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.394 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.312 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
285.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |