UC WAR. CALL 06/24 LOR/ DE000HC6LGY9 /
| 2024-05-13 11:46:03 AM | Chg.- | Bid1:05:26 PM | Ask11:49:18 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.7000EUR | - | 4.6400 Bid Size: 20,000 |
- Ask Size: 20,000 |
L OREAL INH. E... | 410.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC6LGY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | L OREAL INH. EO 0,2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 410.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-05-10 |
| Last trading day: | 2024-05-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.29 |
|---|---|
| Intrinsic value: | 4.21 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.19 |
| Parity: | 4.21 |
| Time value: | 0.54 |
| Break-even: | 457.50 |
| Moneyness: | 1.10 |
| Premium: | 0.01 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.02 |
| Spread %: | 0.42% |
| Delta: | 0.83 |
| Theta: | -0.38 |
| Omega: | 7.92 |
| Rho: | 0.16 |
Quote data
| Open: | 4.7200 |
|---|---|
| High: | 4.7700 |
| Low: | 4.7000 |
| Previous Close: | 4.6800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +43.29% | ||
| 3 Months | +16.92% | ||
| YTD | -16.22% | ||
| 1 Year | +6.82% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 4.7000 | 3.2800 |
| 6M High / 6M Low: | 5.8300 | 1.6700 |
| High (YTD): | 2024-02-05 | 5.8300 |
| Low (YTD): | 2024-04-08 | 1.6700 |
| 52W High: | 2024-02-05 | 5.8300 |
| 52W Low: | 2024-04-08 | 1.6700 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 4.0762 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.0280 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.7838 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 80.85% | |
| Volatility 6M: | 189.97% | |
| Volatility 1Y: | 154.67% | |
| Volatility 3Y: | - |
