UC WAR. CALL 03/25 ACR/ DE000HD4VSB5 /
| 09/01/2025 15:46:37 | Chg.+0.0300 | Bid16:52:07 | Ask16:52:07 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5900EUR | +5.36% | 0.5900 Bid Size: 80,000 |
0.6000 Ask Size: 80,000 |
ACCOR SA INH. ... | 42.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD4VSB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ACCOR SA INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 42.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 22/04/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.47 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.21 |
| Parity: | 0.47 |
| Time value: | 0.11 |
| Break-even: | 47.80 |
| Moneyness: | 1.11 |
| Premium: | 0.02 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 5.45% |
| Delta: | 0.79 |
| Theta: | -0.02 |
| Omega: | 6.38 |
| Rho: | 0.06 |
Quote data
| Open: | 0.5200 |
|---|---|
| High: | 0.5900 |
| Low: | 0.5200 |
| Previous Close: | 0.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +15.69% | ||
| 3 Months | +195.00% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.5900 | 0.5200 |
|---|---|---|
| 1M High / 1M Low: | 0.6100 | 0.5000 |
| 6M High / 6M Low: | 0.6100 | 0.0520 |
| High (YTD): | 02/01/2025 | 0.5900 |
| Low (YTD): | 03/01/2025 | 0.5200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5644 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2700 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 68.83% | |
| Volatility 6M: | 185.57% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |