UniCredit Call 430 LOR 19.06.2024
/ DE000HD4YYL6
UniCredit Call 430 LOR 19.06.2024/ DE000HD4YYL6 /
| 2024-05-22 3:04:10 PM |
Chg.+0.500 |
Bid3:48:07 PM |
Ask3:48:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.670EUR |
+23.04% |
2.640
Bid Size: 25,000 |
2.650
Ask Size: 25,000 |
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: |
19.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
1.76 |
| Time value: |
0.49 |
| Break-even: |
452.40 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
1.82% |
| Delta: |
0.77 |
| Theta: |
-0.18 |
| Omega: |
15.46 |
| Rho: |
0.25 |
Quote data
| Open: |
2.240 |
| High: |
2.700 |
| Low: |
2.240 |
| Previous Close: |
2.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.75% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.060 |
2.170 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.488 |
| 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: |
|
- |
