UniCredit Call 40 ACR 19.03.2025/  DE000HD43CW4  /

Frankfurt Zert./HVB
12/20/2024  1:29:10 PM Chg.-0.050 Bid9:59:43 PM Ask12/20/2024 Underlying Strike price Expiration date Option type
0.670EUR -6.94% -
Bid Size: -
-
Ask Size: -
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: 0.670
High: 0.690
Low: 0.670
Previous Close: 0.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -1.47%
3 Months  
+157.69%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.780 0.650
6M High / 6M Low: 0.780 0.074
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.726
Avg. volume 1M:   0.000
Avg. price 6M:   0.343
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.39%
Volatility 6M:   180.64%
Volatility 1Y:   -
Volatility 3Y:   -