UC WAR. CALL 09/24 ACR/ DE000HD03141 /
| 6/13/2024 11:46:36 AM | Chg.-0.2700 | Bid11:57:58 AM | Ask11:57:58 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6900EUR | -9.12% | 2.6300 Bid Size: 6,000 |
2.6700 Ask Size: 6,000 |
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: | 12.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.39 |
|---|---|
| Intrinsic value: | 1.21 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.19 |
| Parity: | 1.21 |
| Time value: | 1.92 |
| Break-even: | 41.13 |
| Moneyness: | 1.03 |
| Premium: | 0.05 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.22 |
| Spread %: | 7.56% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 7.98 |
| Rho: | 0.06 |
Quote data
| Open: | 2.9600 |
|---|---|
| High: | 2.9600 |
| Low: | 2.6900 |
| Previous Close: | 2.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.80% | ||
|---|---|---|---|
| 1 Month | -39.82% | ||
| 3 Months | -50.37% | ||
| YTD | +45.41% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0500 | 2.6100 |
|---|---|---|
| 1M High / 1M Low: | 4.4700 | 2.6100 |
| 6M High / 6M Low: | 6.4900 | 1.6900 |
| High (YTD): | 3/26/2024 | 6.4900 |
| Low (YTD): | 1/17/2024 | 1.6900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.8560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.4757 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.4163 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 99.61% | |
| Volatility 6M: | 138.86% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
