UniCredit Call 35 ACR 18.12.2024
/ DE000HC7M836
UniCredit Call 35 ACR 18.12.2024/ DE000HC7M836 /
| 2024-06-10 6:22:48 PM |
Chg.-0.09 |
Bid6:47:42 PM |
Ask6:47:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.69EUR |
-1.56% |
5.70
Bid Size: 1,000 |
5.81
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: |
6.57 |
| 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: |
5.50 |
| High: |
5.69 |
| Low: |
5.47 |
| Previous Close: |
5.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.05% |
| 1 Month |
|
|
-21.84% |
| 3 Months |
|
|
-8.52% |
| YTD |
|
|
+55.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.10 |
5.78 |
| 1M High / 1M Low: |
7.52 |
5.78 |
| 6M High / 6M Low: |
9.41 |
3.45 |
| High (YTD): |
2024-03-26 |
9.41 |
| Low (YTD): |
2024-01-17 |
3.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.04% |
| Volatility 6M: |
|
96.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
