UC WAR. CALL 09/24 CSA/ DE000HD03K29 /
| 2024-05-14 9:41:56 AM | Chg.0.0000 | Bid11:26:33 AM | Ask11:26:33 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2200EUR | 0.00% | 2.1700 Bid Size: 4,000 |
2.2400 Ask Size: 4,000 |
Accenture PLC | 300.00 USD | 2024-09-18 | Call |
Master data
| WKN: | HD03K2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Accenture PLC |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 USD |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.83 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.87 |
|---|---|
| Intrinsic value: | 0.69 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.19 |
| Parity: | 0.69 |
| Time value: | 1.53 |
| Break-even: | 300.18 |
| Moneyness: | 1.02 |
| Premium: | 0.05 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.02 |
| Spread %: | 0.91% |
| Delta: | 0.63 |
| Theta: | -0.08 |
| Omega: | 8.08 |
| Rho: | 0.55 |
Quote data
| Open: | 2.2200 |
|---|---|
| High: | 2.2200 |
| Low: | 2.2200 |
| Previous Close: | 2.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.84% | ||
|---|---|---|---|
| 1 Month | -27.45% | ||
| 3 Months | -70.98% | ||
| YTD | -63.73% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5700 | 2.1200 |
|---|---|---|
| 1M High / 1M Low: | 3.1700 | 1.9300 |
| 6M High / 6M Low: | 8.8200 | 1.9300 |
| High (YTD): | 2024-03-07 | 8.8200 |
| Low (YTD): | 2024-05-02 | 1.9300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5705 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 5.6844 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 116.93% | |
| Volatility 6M: | 104.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
