UC WAR. CALL 03/25 ACR/ DE000HD43CW4 /
12/20/2024 11:45:42 AM | Chg.- | Bid1:05:53 PM | Ask11:50:32 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6900EUR | - | 0.6700 Bid Size: 80,000 |
- Ask Size: 80,000 |
ACCOR SA INH. ... | 40.00 - | 3/19/2025 | Call |
Master data
WKN: | HD43CW |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ACCOR SA INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 - |
Maturity: | 3/19/2025 |
Issue date: | 3/25/2024 |
Last trading day: | 12/20/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.74 |
Leverage: | Yes |
Calculated values
Fair value: | 0.68 |
---|---|
Intrinsic value: | 0.65 |
Implied volatility: | 0.26 |
Historic volatility: | 0.21 |
Parity: | 0.65 |
Time value: | 0.04 |
Break-even: | 46.90 |
Moneyness: | 1.16 |
Premium: | 0.01 |
Premium p.a.: | 0.05 |
Spread abs.: | -0.02 |
Spread %: | -2.82% |
Delta: | 0.92 |
Theta: | -0.01 |
Omega: | 6.22 |
Rho: | 0.07 |
Quote data
Open: | 0.6900 |
---|---|
High: | 0.6900 |
Low: | 0.6900 |
Previous Close: | 0.7200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -1.43% | ||
3 Months | +165.38% | ||
YTD | 0.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 0.7800 | 0.6600 |
6M High / 6M Low: | 0.7800 | 0.0760 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 0.7300 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3489 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 71.34% | |
Volatility 6M: | 176.11% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |