UC WAR. CALL 06/24 LOR/ DE000HC6LGZ6 /
| 2024-05-14 11:47:15 AM | Chg.- | Bid12:05:50 PM | Ask2024-05-14 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.8000EUR | - | 3.7800 Bid Size: 25,000 |
- Ask Size: 25,000 |
L OREAL INH. E... | 420.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC6LGZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | L OREAL INH. EO 0,2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 420.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-10 |
| Last trading day: | 2024-05-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.31 |
|---|---|
| Intrinsic value: | 3.21 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.19 |
| Parity: | 3.21 |
| Time value: | 0.60 |
| Break-even: | 458.10 |
| Moneyness: | 1.08 |
| Premium: | 0.01 |
| Premium p.a.: | 0.31 |
| Spread abs.: | -0.26 |
| Spread %: | -6.39% |
| Delta: | 0.80 |
| Theta: | -0.38 |
| Omega: | 9.45 |
| Rho: | 0.16 |
Quote data
| Open: | 3.8500 |
|---|---|
| High: | 3.8500 |
| Low: | 3.6700 |
| Previous Close: | 3.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +53.23% | ||
| 3 Months | +15.85% | ||
| YTD | -21.81% | ||
| 1 Year | -2.06% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.8000 | 2.4800 |
| 6M High / 6M Low: | 5.0600 | 1.2400 |
| High (YTD): | 2024-02-05 | 5.0600 |
| Low (YTD): | 2024-04-15 | 1.2400 |
| 52W High: | 2024-02-05 | 5.0600 |
| 52W Low: | 2024-04-15 | 1.2400 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 3.2722 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.3253 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.1889 | |
| Avg. volume 1Y: | 1.4876 | |
| Volatility 1M: | 95.10% | |
| Volatility 6M: | 215.07% | |
| Volatility 1Y: | 172.57% | |
| Volatility 3Y: | - |
