UniCredit Call 35 ACR 18.12.2024
/ DE000HC7M836
UniCredit Call 35 ACR 18.12.2024/ DE000HC7M836 /
| 2024-06-10 11:52:07 AM |
Chg.-0.420 |
Bid12:28:01 PM |
Ask12:28:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.420EUR |
-7.19% |
5.510
Bid Size: 4,000 |
5.550
Ask Size: 4,000 |
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: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.09 |
| Intrinsic value: |
3.96 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
3.96 |
| Time value: |
1.97 |
| Break-even: |
40.93 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.21 |
| Spread %: |
3.67% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
4.99 |
| Rho: |
0.12 |
Quote data
| Open: |
5.320 |
| High: |
5.480 |
| Low: |
5.320 |
| Previous Close: |
5.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.21% |
| 1 Month |
|
|
-25.55% |
| 3 Months |
|
|
-12.01% |
| YTD |
|
|
+48.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.080 |
5.820 |
| 1M High / 1M Low: |
7.540 |
5.820 |
| 6M High / 6M Low: |
9.440 |
3.440 |
| High (YTD): |
2024-03-26 |
9.440 |
| Low (YTD): |
2024-01-17 |
3.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.911 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.18% |
| Volatility 6M: |
|
94.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
