UC WAR. CALL 06/26 LLY/ DE000HD576B6 /
2024-05-31 9:40:01 PM | Chg.-0.150 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
23.140EUR | -0.64% | 23.550 Bid Size: 2,000 |
23.700 Ask Size: 2,000 |
ELI LILLY | 680.00 - | 2026-06-17 | Call |
Master data
WKN: | HD576B |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ELI LILLY |
Type: | Warrant |
Option type: | Call |
Strike price: | 680.00 - |
Maturity: | 2026-06-17 |
Issue date: | 2024-05-02 |
Last trading day: | 2026-06-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.19 |
Leverage: | Yes |
Calculated values
Fair value: | 18.06 |
---|---|
Intrinsic value: | 7.62 |
Implied volatility: | 0.43 |
Historic volatility: | 0.27 |
Parity: | 7.62 |
Time value: | 16.08 |
Break-even: | 917.00 |
Moneyness: | 1.11 |
Premium: | 0.21 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.15 |
Spread %: | 0.64% |
Delta: | 0.73 |
Theta: | -0.14 |
Omega: | 2.32 |
Rho: | 6.40 |
Quote data
Open: | 23.290 |
---|---|
High: | 23.300 |
Low: | 23.140 |
Previous Close: | 23.290 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +0.87% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 23.290 | 22.500 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 22.980 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |