UC WAR. CALL 06/24 ACR/ DE000HC7DVZ0 /
15/05/2024 17:46:55 | Chg.+0.1900 | Bid19:31:41 | Ask19:31:41 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.1600EUR | +9.64% | 2.1800 Bid Size: 2,000 |
2.3000 Ask Size: 2,000 |
ACCOR SA INH. ... | 40.00 EUR | 19/06/2024 | Call |
Master data
WKN: | HC7DVZ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ACCOR SA INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 EUR |
Maturity: | 19/06/2024 |
Issue date: | 16/06/2023 |
Last trading day: | 18/06/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 14.87 |
Leverage: | Yes |
Calculated values
Fair value: | 1.87 |
---|---|
Intrinsic value: | 1.33 |
Implied volatility: | 0.39 |
Historic volatility: | 0.19 |
Parity: | 1.33 |
Time value: | 1.45 |
Break-even: | 42.78 |
Moneyness: | 1.03 |
Premium: | 0.04 |
Premium p.a.: | 0.43 |
Spread abs.: | 0.91 |
Spread %: | 48.66% |
Delta: | 0.64 |
Theta: | -0.03 |
Omega: | 9.53 |
Rho: | 0.02 |
Quote data
Open: | 1.9700 |
---|---|
High: | 2.1600 |
Low: | 1.8400 |
Previous Close: | 1.9700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -0.46% | ||
---|---|---|---|
1 Month | +27.06% | ||
3 Months | +157.14% | ||
YTD | +191.89% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.1700 | 1.4200 |
---|---|---|
1M High / 1M Low: | 3.1400 | 1.3900 |
6M High / 6M Low: | 4.3600 | 0.3500 |
High (YTD): | 26/03/2024 | 4.3600 |
Low (YTD): | 08/01/2024 | 0.6700 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.9540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0795 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.5490 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 323.77% | |
Volatility 6M: | 250.90% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |