UniCredit Call 45 ACR 18.12.2024
/ DE000HC7Y492
UniCredit Call 45 ACR 18.12.2024/ DE000HC7Y492 /
| 2024-05-29 9:18:52 AM |
Chg.-0.01 |
Bid9:19:03 AM |
Ask9:19:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
-0.75% |
1.31
Bid Size: 4,000 |
1.35
Ask Size: 4,000 |
ACCOR SA INH. ... |
45.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7Y49 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ACCOR SA INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-07-10 |
| Last trading day: |
2024-12-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-4.16 |
| Time value: |
1.61 |
| Break-even: |
46.61 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.22 |
| Spread %: |
15.83% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
9.23 |
| Rho: |
0.07 |
Quote data
| Open: |
1.32 |
| High: |
1.32 |
| Low: |
1.32 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-37.44% |
| 3 Months |
|
|
-23.70% |
| YTD |
|
|
+65.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.33 |
| 1M High / 1M Low: |
2.11 |
1.33 |
| 6M High / 6M Low: |
3.02 |
0.51 |
| High (YTD): |
2024-03-26 |
3.02 |
| Low (YTD): |
2024-01-17 |
0.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.41% |
| Volatility 6M: |
|
174.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
