UC WAR. CALL 06/24 ACR/ DE000HC7DVZ0 /
| 5/15/2024 9:47:00 AM | Chg.-0.1300 | Bid11:25:12 AM | Ask11:25:12 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8400EUR | -6.60% | 1.8400 Bid Size: 4,000 |
1.8900 Ask Size: 4,000 |
ACCOR SA INH. ... | 40.00 EUR | 6/19/2024 | 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: | 6/19/2024 |
| Issue date: | 6/16/2023 |
| Last trading day: | 6/18/2024 |
| 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: | 1.9700 |
| Low: | 1.8400 |
| Previous Close: | 1.9700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.21% | ||
|---|---|---|---|
| 1 Month | +8.24% | ||
| 3 Months | +119.05% | ||
| YTD | +148.65% | ||
| 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): | 3/26/2024 | 4.3600 |
| Low (YTD): | 1/8/2024 | 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: | - |
