UniCredit Call 38 ACR 18.09.2024
/ DE000HD03141
UniCredit Call 38 ACR 18.09.2024/ DE000HD03141 /
| 5/31/2024 7:36:29 PM |
Chg.-0.270 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
-8.54% |
2.980
Bid Size: 2,000 |
3.200
Ask Size: 2,000 |
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: |
12.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
1.89 |
| Time value: |
1.31 |
| Break-even: |
41.20 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.22 |
| Spread %: |
7.38% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
8.91 |
| Rho: |
0.08 |
Quote data
| Open: |
3.050 |
| High: |
3.060 |
| Low: |
2.850 |
| Previous Close: |
3.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.95% |
| 1 Month |
|
|
-28.47% |
| 3 Months |
|
|
-18.59% |
| YTD |
|
|
+56.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.590 |
2.890 |
| 1M High / 1M Low: |
4.570 |
2.890 |
| 6M High / 6M Low: |
6.470 |
1.300 |
| High (YTD): |
3/26/2024 |
6.470 |
| Low (YTD): |
1/17/2024 |
1.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.870 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.297 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.87% |
| Volatility 6M: |
|
143.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
