UC WAR. CALL 12/24 ACR/ DE000HC7M836 /
2024-06-03 9:46:34 PM | Chg.+0.120 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.080EUR | +2.01% | 5.920 Bid Size: 1,000 |
6.140 Ask Size: 1,000 |
ACCOR SA INH. ... | 35.00 - | 2024-12-18 | Call |
Master data
WKN: | HC7M83 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ACCOR SA INH. EO 3 |
Type: | Warrant |
Option type: | Call |
Strike price: | 35.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2024-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 6.44 |
Leverage: | Yes |
Calculated values
Fair value: | 5.95 |
---|---|
Intrinsic value: | 4.89 |
Implied volatility: | 0.22 |
Historic volatility: | 0.19 |
Parity: | 4.89 |
Time value: | 1.30 |
Break-even: | 41.19 |
Moneyness: | 1.14 |
Premium: | 0.03 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.22 |
Spread %: | 3.69% |
Delta: | 0.84 |
Theta: | -0.01 |
Omega: | 5.42 |
Rho: | 0.15 |
Quote data
Open: | 6.130 |
---|---|
High: | 6.340 |
Low: | 6.060 |
Previous Close: | 5.960 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -9.52% | ||
---|---|---|---|
1 Month | -15.32% | ||
3 Months | -3.18% | ||
YTD | +67.03% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.720 | 5.960 |
---|---|---|
1M High / 1M Low: | 7.610 | 5.960 |
6M High / 6M Low: | 9.460 | 2.890 |
High (YTD): | 2024-03-26 | 9.460 |
Low (YTD): | 2024-01-03 | 3.480 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 6.276 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.945 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.857 | |
Avg. volume 6M: | .081 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 83.38% | |
Volatility 6M: | 94.40% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |