UC WAR. CALL 06/25 ACR/ DE000HD1EBL2 /
| 2024-05-28 9:45:29 PM | Chg.-0.0200 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | -2.56% | 0.7600 Bid Size: 6,000 |
0.7800 Ask Size: 6,000 |
ACCOR SA INH. ... | 35.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD1EBL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ACCOR SA INH. EO 3 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 35.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.78 |
|---|---|
| Intrinsic value: | 0.58 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.19 |
| Parity: | 0.58 |
| Time value: | 0.21 |
| Break-even: | 42.90 |
| Moneyness: | 1.17 |
| Premium: | 0.05 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 2.60% |
| Delta: | 0.85 |
| Theta: | -0.01 |
| Omega: | 4.42 |
| Rho: | 0.29 |
Quote data
| Open: | 0.7800 |
|---|---|
| High: | 0.7800 |
| Low: | 0.7600 |
| Previous Close: | 0.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.56% | ||
|---|---|---|---|
| 1 Month | -13.64% | ||
| 3 Months | -1.30% | ||
| YTD | +65.22% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7800 | 0.7600 |
|---|---|---|
| 1M High / 1M Low: | 0.8800 | 0.7600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 2024-03-26 | 1.0300 |
| Low (YTD): | 2024-01-05 | 0.4500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8219 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 61.69% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
