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UniCredit Call 450 LOR 19.06.2024/  DE000HC2P798  /

EUWAX
2024-05-24  9:13:23 PM Chg.-0.070 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.760EUR -8.43% -
Bid Size: -		 -
Ask Size: -		 L OREAL INH. E... 450.00 - 2024-06-19 Call
 

Master data

WKN: HC2P79
Issuer: UniCredit
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-06-19
Issue date: 2022-12-19
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 55.23
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.19
Parity: -0.27
Time value: 0.81
Break-even: 458.10
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.41
Spread abs.: 0.04
Spread %: 5.19%
Delta: 0.48
Theta: -0.20
Omega: 26.68
Rho: 0.14
 

Quote data

Open: 0.910
High: 0.910
Low: 0.760
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.83%
1 Month  
+8.57%
3 Months
  -62.75%
YTD
  -73.79%
1 Year
  -70.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.060 0.710
1M High / 1M Low: 1.600 0.700
6M High / 6M Low: 3.060 0.390
High (YTD): 2024-02-05 3.060
Low (YTD): 2024-04-15 0.390
52W High: 2024-02-05 3.060
52W Low: 2024-04-15 0.390
Avg. price 1W:   0.854
Avg. volume 1W:   0.000
Avg. price 1M:   1.039
Avg. volume 1M:   0.000
Avg. price 6M:   1.638
Avg. volume 6M:   0.000
Avg. price 1Y:   1.734
Avg. volume 1Y:   0.000
Volatility 1M:   286.94%
Volatility 6M:   276.57%
Volatility 1Y:   220.21%
Volatility 3Y:   -