UC WAR. CALL 06/26 LLY/ DE000HD5AJE9 /
| 2024-05-31 9:42:22 PM | Chg.-0.030 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 25.390EUR | -0.12% | 25.820 Bid Size: 2,000 |
25.970 Ask Size: 2,000 |
ELI LILLY | 640.00 - | 2026-06-17 | Call |
Master data
| WKN: | HD5AJE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ELI LILLY |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 640.00 - |
| Maturity: | 2026-06-17 |
| Issue date: | 2024-05-06 |
| Last trading day: | 2026-06-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 20.43 |
|---|---|
| Intrinsic value: | 11.62 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.27 |
| Parity: | 11.62 |
| Time value: | 14.35 |
| Break-even: | 899.70 |
| Moneyness: | 1.18 |
| Premium: | 0.19 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.15 |
| Spread %: | 0.58% |
| Delta: | 0.76 |
| Theta: | -0.13 |
| Omega: | 2.21 |
| Rho: | 6.42 |
Quote data
| Open: | 25.420 |
|---|---|
| High: | 25.500 |
| Low: | 25.390 |
| Previous Close: | 25.420 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.44% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 25.420 | 24.680 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 25.170 | |
| 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: | - |
