UniCredit Call 420 LOR 19.06.2024
/ DE000HC6LGZ6
UniCredit Call 420 LOR 19.06.2024/ DE000HC6LGZ6 /
| 2024-05-14 11:40:51 AM |
Chg.+0.070 |
Bid9:59:12 PM |
Ask11:46:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.820EUR |
+1.87% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.630 |
| High: |
3.840 |
| Low: |
3.630 |
| Previous Close: |
3.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+54.66% |
| 3 Months |
|
|
+17.18% |
| YTD |
|
|
-21.24% |
| 1 Year |
|
|
-0.78% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.820 |
2.470 |
| 6M High / 6M Low: |
4.990 |
1.200 |
| High (YTD): |
2024-02-05 |
4.990 |
| Low (YTD): |
2024-04-15 |
1.200 |
| 52W High: |
2024-02-05 |
4.990 |
| 52W Low: |
2024-04-15 |
1.200 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.302 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.152 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
83.83% |
| Volatility 6M: |
|
198.33% |
| Volatility 1Y: |
|
162.92% |
| Volatility 3Y: |
|
- |
