UC WAR. CALL 06/24 LOR/ DE000HD030H1 /
| 5/15/2024 7:45:51 PM | Chg.-0.1200 | Bid9:06:37 PM | Ask9:06:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9000EUR | -11.76% | 0.8900 Bid Size: 6,000 |
0.9200 Ask Size: 6,000 |
L OREAL INH. E... | 460.00 - | 6/19/2024 | Call |
Master data
| WKN: | HD030H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | L OREAL INH. EO 0,2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 460.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 38.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.00 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.19 |
| Parity: | -0.31 |
| Time value: | 1.20 |
| Break-even: | 472.00 |
| Moneyness: | 0.99 |
| Premium: | 0.03 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.18 |
| Spread %: | 17.65% |
| Delta: | 0.50 |
| Theta: | -0.20 |
| Omega: | 18.89 |
| Rho: | 0.21 |
Quote data
| Open: | 1.0100 |
|---|---|
| High: | 1.0100 |
| Low: | 0.7900 |
| Previous Close: | 1.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.42% | ||
|---|---|---|---|
| 1 Month | +164.71% | ||
| 3 Months | -26.23% | ||
| YTD | -62.66% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0200 | 0.7600 |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 0.3400 |
| 6M High / 6M Low: | 2.5700 | 0.3400 |
| High (YTD): | 2/5/2024 | 2.5700 |
| Low (YTD): | 4/15/2024 | 0.3400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6805 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3538 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 627.01% | |
| Volatility 6M: | 313.93% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
