UniCredit Call 40 ACR 18.06.2025
/ DE000HD1EBM0
UniCredit Call 40 ACR 18.06.2025/ DE000HD1EBM0 /
| 5/29/2024 9:10:49 AM |
Chg.-0.020 |
Bid9:22:06 AM |
Ask9:22:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-4.35% |
0.450
Bid Size: 60,000 |
0.460
Ask Size: 60,000 |
ACCOR SA INH. ... |
40.00 - |
6/18/2025 |
Call |
Master data
| WKN: |
HD1EBM |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ACCOR SA INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
6/18/2025 |
| Issue date: |
12/27/2023 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.08 |
| Time value: |
0.41 |
| Break-even: |
44.90 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
5.41 |
| Rho: |
0.23 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-22.81% |
| 3 Months |
|
|
-10.20% |
| YTD |
|
|
+62.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.460 |
| 1M High / 1M Low: |
0.570 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
3/26/2024 |
0.690 |
| Low (YTD): |
1/17/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.516 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
