UniCredit Call 440 LOR 19.06.2024/  DE000HC86H41  /

EUWAX
2024-05-03  8:07:04 PM Chg.+0.18 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.40EUR +14.75% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 440.00 - 2024-06-19 Call
 

Master data

WKN: HC86H4
Issuer: UniCredit
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2024-06-19
Issue date: 2023-07-24
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.79
Leverage: Yes

Calculated values

Fair value: 1.34
Intrinsic value: 0.09
Implied volatility: 0.21
Historic volatility: 0.19
Parity: 0.09
Time value: 1.39
Break-even: 454.80
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.28
Spread abs.: 0.09
Spread %: 6.47%
Delta: 0.55
Theta: -0.17
Omega: 16.43
Rho: 0.29
 

Quote data

Open: 1.19
High: 1.45
Low: 1.19
Previous Close: 1.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.53%
1 Month  
+94.44%
3 Months
  -61.96%
YTD
  -59.89%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.40 1.22
1M High / 1M Low: 1.62 0.58
6M High / 6M Low: 3.68 0.58
High (YTD): 2024-02-05 3.68
Low (YTD): 2024-04-15 0.58
52W High: - -
52W Low: - -
Avg. price 1W:   1.33
Avg. volume 1W:   0.00
Avg. price 1M:   1.02
Avg. volume 1M:   0.00
Avg. price 6M:   2.15
Avg. volume 6M:   96.77
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   376.47%
Volatility 6M:   231.27%
Volatility 1Y:   -
Volatility 3Y:   -