UniCredit Call 440 LOR 15.05.2024/  DE000HD2UT70  /

Frankfurt Zert./HVB
2024-04-30  7:30:02 PM Chg.+0.120 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
0.770EUR +18.46% 0.670
Bid Size: 6,000
0.770
Ask Size: 6,000
L OREAL INH. E... 440.00 - 2024-05-15 Call
 

Master data

WKN: HD2UT7
Issuer: UniCredit
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2024-05-15
Issue date: 2024-02-21
Last trading day: 2024-05-14
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 57.85
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.04
Time value: 0.76
Break-even: 447.60
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.60
Spread abs.: 0.10
Spread %: 15.15%
Delta: 0.51
Theta: -0.29
Omega: 29.79
Rho: 0.08
 

Quote data

Open: 0.930
High: 0.990
Low: 0.730
Previous Close: 0.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+20.31%
1 Month
  -45.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.770 0.450
1M High / 1M Low: 1.110 0.350
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.636
Avg. volume 1W:   0.000
Avg. price 1M:   0.601
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   501.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -