UniCredit Call 45 ACR 18.06.2025/  DE000HD1EBN8  /

EUWAX
2024-05-15  9:26:50 AM Chg.-0.010 Bid10:49:23 AM Ask10:49:23 AM Underlying Strike price Expiration date Option type
0.300EUR -3.23% 0.310
Bid Size: 80,000
0.320
Ask Size: 80,000
ACCOR SA INH. ... 45.00 - 2025-06-18 Call
 

Master data

WKN: HD1EBN
Issuer: UniCredit
Currency: EUR
Underlying: ACCOR SA INH. EO 3
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2025-06-18
Issue date: 2023-12-27
Last trading day: 2025-06-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.33
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -0.37
Time value: 0.40
Break-even: 49.00
Moneyness: 0.92
Premium: 0.19
Premium p.a.: 0.17
Spread abs.: 0.09
Spread %: 29.03%
Delta: 0.50
Theta: -0.01
Omega: 5.15
Rho: 0.18
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+11.11%
3 Months  
+57.89%
YTD  
+87.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.280
1M High / 1M Low: 0.380 0.240
6M High / 6M Low: - -
High (YTD): 2024-03-26 0.440
Low (YTD): 2024-01-17 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -