UniCredit Call 430 LOR 19.06.2024/  DE000HD4YYL6  /

EUWAX
2024-05-31  8:59:17 PM Chg.+0.57 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
2.43EUR +30.65% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 430.00 - 2024-06-19 Call
 

Master data

WKN: HD4YYL
Issuer: UniCredit
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 430.00 -
Maturity: 2024-06-19
Issue date: 2024-04-24
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.46
Leverage: Yes

Calculated values

Fair value: 2.38
Intrinsic value: 2.21
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 2.21
Time value: 0.38
Break-even: 455.90
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.05
Spread %: 1.97%
Delta: 0.81
Theta: -0.24
Omega: 14.13
Rho: 0.17
 

Quote data

Open: 1.89
High: 2.43
Low: 1.89
Previous Close: 1.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.27%
1 Month  
+38.07%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.43 1.38
1M High / 1M Low: 3.12 1.38
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.94
Avg. volume 1W:   0.00
Avg. price 1M:   2.31
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -