UC WAR. CALL 09/24 ACR/ DE000HC9XLW2 /
2024-06-10 9:45:16 AM | Chg.-0.2900 | Bid10:36:20 AM | Ask10:36:20 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.5100EUR | -16.11% | 1.5800 Bid Size: 8,000 |
1.6200 Ask Size: 8,000 |
ACCOR SA INH. ... | 40.00 - | 2024-09-18 | Call |
Master data
WKN: | HC9XLW |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ACCOR SA INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-17 |
Last trading day: | 2024-09-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 20.29 |
Leverage: | Yes |
Calculated values
Fair value: | 1.24 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.19 |
Parity: | -1.04 |
Time value: | 1.92 |
Break-even: | 41.92 |
Moneyness: | 0.97 |
Premium: | 0.08 |
Premium p.a.: | 0.31 |
Spread abs.: | 0.21 |
Spread %: | 12.28% |
Delta: | 0.48 |
Theta: | -0.01 |
Omega: | 9.80 |
Rho: | 0.05 |
Quote data
Open: | 1.5000 |
---|---|
High: | 1.5100 |
Low: | 1.5000 |
Previous Close: | 1.8000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -24.12% | ||
---|---|---|---|
1 Month | -50.33% | ||
3 Months | -40.55% | ||
YTD | +17.97% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.0200 | 1.8000 |
---|---|---|
1M High / 1M Low: | 3.1400 | 1.8000 |
6M High / 6M Low: | 4.9600 | 1.1600 |
High (YTD): | 2024-03-26 | 4.9600 |
Low (YTD): | 2024-01-17 | 1.1600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.9280 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.4290 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.4104 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 100.86% | |
Volatility 6M: | 159.26% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |