UniCredit Call 35 ACR 18.06.2025/  DE000HD1EBL2  /

EUWAX
2024-05-15  9:26:50 AM Chg.-0.010 Bid9:48:18 AM Ask9:48:18 AM Underlying Strike price Expiration date Option type
0.820EUR -1.20% 0.820
Bid Size: 40,000
0.830
Ask Size: 40,000
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: 4.49
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.63
Implied volatility: 0.27
Historic volatility: 0.19
Parity: 0.63
Time value: 0.29
Break-even: 44.20
Moneyness: 1.18
Premium: 0.07
Premium p.a.: 0.06
Spread abs.: 0.09
Spread %: 10.84%
Delta: 0.81
Theta: -0.01
Omega: 3.63
Rho: 0.26
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.830
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.38%
1 Month  
+12.33%
3 Months  
+43.86%
YTD  
+78.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.770
1M High / 1M Low: 0.930 0.680
6M High / 6M Low: - -
High (YTD): 2024-03-26 1.020
Low (YTD): 2024-01-05 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   0.810
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -