UC WAR. CALL 03/25 ACR/ DE000HD77Y57 /
| 12/23/2024 11:46:35 AM | Chg.- | Bid1:10:46 PM | Ask11:57:46 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9200EUR | - | 0.9200 Bid Size: 80,000 |
- Ask Size: 80,000 |
ACCOR SA INH. ... | 38.00 - | 3/19/2025 | Call |
Master data
| WKN: | HD77Y5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ACCOR SA INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.00 - |
| Maturity: | 3/19/2025 |
| Issue date: | 7/22/2024 |
| Last trading day: | 12/23/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.12 |
|---|---|
| Intrinsic value: | 1.11 |
| Implied volatility: | - |
| Historic volatility: | 0.21 |
| Parity: | 1.11 |
| Time value: | -0.18 |
| Break-even: | 47.30 |
| Moneyness: | 1.29 |
| Premium: | -0.04 |
| Premium p.a.: | -0.21 |
| Spread abs.: | 0.03 |
| Spread %: | 3.33% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.8500 |
|---|---|
| High: | 0.9200 |
| Low: | 0.8500 |
| Previous Close: | 0.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +61.40% | ||
| YTD | 0.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.9200 | 0.9200 |
| 6M High / 6M Low: | 0.9700 | 0.1200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.9200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4752 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | 155.84% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |