UC WAR. CALL 09/24 CSA/ DE000HD0BJL3 /
2024-05-13 9:40:45 PM | Chg.+0.0100 | Bid9:59:32 PM | Ask9:59:32 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2800EUR | +0.79% | 1.2500 Bid Size: 15,000 |
1.2700 Ask Size: 15,000 |
Accenture PLC | 320.00 USD | 2024-09-18 | Call |
Master data
WKN: | HD0BJL |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Accenture PLC |
Type: | Warrant |
Option type: | Call |
Strike price: | 320.00 USD |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-31 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 22.57 |
Leverage: | Yes |
Calculated values
Fair value: | 0.94 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.19 |
Parity: | -1.27 |
Time value: | 1.26 |
Break-even: | 309.71 |
Moneyness: | 0.96 |
Premium: | 0.09 |
Premium p.a.: | 0.27 |
Spread abs.: | 0.02 |
Spread %: | 1.61% |
Delta: | 0.45 |
Theta: | -0.08 |
Omega: | 10.06 |
Rho: | 0.40 |
Quote data
Open: | 1.2700 |
---|---|
High: | 1.2900 |
Low: | 1.2700 |
Previous Close: | 1.2700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -36.32% | ||
3 Months | -76.43% | ||
YTD | -73.05% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5300 | 1.2100 |
---|---|---|
1M High / 1M Low: | 2.0500 | 1.1200 |
6M High / 6M Low: | 7.2000 | 1.1200 |
High (YTD): | 2024-03-07 | 7.2000 |
Low (YTD): | 2024-05-02 | 1.1200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.5974 | |
Avg. volume 1M: | 1.2105 | |
Avg. price 6M: | 4.3633 | |
Avg. volume 6M: | 2.0161 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 139.75% | |
Volatility 6M: | 121.71% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |