UniCredit Call 35 ACR 18.12.2024
/ DE000HC7M836
UniCredit Call 35 ACR 18.12.2024/ DE000HC7M836 /
| 2024-06-03 7:40:07 PM |
Chg.+0.120 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.970EUR |
+2.05% |
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: |
6.170 |
| High: |
6.300 |
| Low: |
5.940 |
| Previous Close: |
5.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.49% |
| 1 Month |
|
|
-15.80% |
| 3 Months |
|
|
-4.48% |
| YTD |
|
|
+63.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.670 |
5.850 |
| 1M High / 1M Low: |
7.590 |
5.850 |
| 6M High / 6M Low: |
9.440 |
2.850 |
| High (YTD): |
2024-03-26 |
9.440 |
| Low (YTD): |
2024-01-17 |
3.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.889 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.802 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.84% |
| Volatility 6M: |
|
95.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
