UniCredit Call 38 ACR 18.09.2024
/ DE000HD03141
UniCredit Call 38 ACR 18.09.2024/ DE000HD03141 /
2024-06-03 7:29:10 PM |
Chg.+0.060 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.950EUR |
+2.08% |
2.910 Bid Size: 2,000 |
3.130 Ask Size: 2,000 |
ACCOR SA INH. ... |
38.00 - |
2024-09-18 |
Call |
Master data
WKN: |
HD0314 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ACCOR SA INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 - |
Maturity: |
2024-09-18 |
Issue date: |
2023-10-23 |
Last trading day: |
2024-09-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.98 |
Intrinsic value: |
1.89 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
1.89 |
Time value: |
1.31 |
Break-even: |
41.20 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.22 |
Spread %: |
7.38% |
Delta: |
0.71 |
Theta: |
-0.01 |
Omega: |
8.90 |
Rho: |
0.07 |
Quote data
Open: |
3.160 |
High: |
3.290 |
Low: |
2.930 |
Previous Close: |
2.890 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.83% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
-16.90% |
YTD |
|
|
+59.46% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.590 |
2.890 |
1M High / 1M Low: |
4.570 |
2.890 |
6M High / 6M Low: |
6.470 |
1.300 |
High (YTD): |
2024-03-26 |
6.470 |
Low (YTD): |
2024-01-17 |
1.600 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.188 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.862 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.297 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.68% |
Volatility 6M: |
|
143.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |