UniCredit Call 35 ACR 18.12.2024
/ DE000HC7M836
UniCredit Call 35 ACR 18.12.2024/ DE000HC7M836 /
| 2024-05-28 8:42:14 PM |
Chg.-0.26 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.39EUR |
-3.91% |
-
Bid Size: - |
-
Ask Size: - |
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: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.83 |
| Intrinsic value: |
5.84 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
5.84 |
| Time value: |
0.99 |
| Break-even: |
41.83 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.22 |
| Spread %: |
3.33% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
5.43 |
| Rho: |
0.17 |
Quote data
| Open: |
6.48 |
| High: |
6.48 |
| Low: |
6.39 |
| Previous Close: |
6.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.18% |
| 1 Month |
|
|
-16.91% |
| 3 Months |
|
|
-3.18% |
| YTD |
|
|
+75.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.65 |
6.39 |
| 1M High / 1M Low: |
7.69 |
6.39 |
| 6M High / 6M Low: |
9.41 |
2.31 |
| High (YTD): |
2024-03-26 |
9.41 |
| Low (YTD): |
2024-01-17 |
3.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.90% |
| Volatility 6M: |
|
98.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
