UniCredit Call 40 ACR 19.06.2024
/ DE000HC7DVZ0
UniCredit Call 40 ACR 19.06.2024/ DE000HC7DVZ0 /
| 2024-05-03 7:34:17 PM |
Chg.+0.070 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.920EUR |
+3.78% |
1.900
Bid Size: 2,000 |
2.130
Ask Size: 2,000 |
ACCOR SA INH. ... |
40.00 EUR |
2024-06-19 |
Call |
Master data
| WKN: |
HC7DVZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ACCOR SA INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-06-16 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
1.05 |
| Time value: |
1.08 |
| Break-even: |
42.13 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.23 |
| Spread %: |
12.11% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
12.59 |
| Rho: |
0.03 |
Quote data
| Open: |
1.840 |
| High: |
2.090 |
| Low: |
1.690 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.25% |
| 1 Month |
|
|
-39.62% |
| 3 Months |
|
|
+128.57% |
| YTD |
|
|
+163.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
1.850 |
| 1M High / 1M Low: |
3.180 |
1.300 |
| 6M High / 6M Low: |
4.340 |
0.230 |
| High (YTD): |
2024-03-26 |
4.340 |
| Low (YTD): |
2024-01-17 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.395 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.99% |
| Volatility 6M: |
|
241.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
