UniCredit Call 460 LOR 19.06.2024
/ DE000HD030H1
UniCredit Call 460 LOR 19.06.2024/ DE000HD030H1 /
| 2024-05-22 9:54:43 AM |
Chg.+0.040 |
Bid10:16:33 AM |
Ask10:16:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+8.33% |
0.520
Bid Size: 50,000 |
0.530
Ask Size: 50,000 |
L OREAL INH. E... |
460.00 - |
2024-06-19 |
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: |
2024-06-19 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
84.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
-1.25 |
| Time value: |
0.53 |
| Break-even: |
465.30 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.04 |
| Spread %: |
8.16% |
| Delta: |
0.34 |
| Theta: |
-0.17 |
| Omega: |
28.44 |
| Rho: |
0.11 |
Quote data
| Open: |
0.470 |
| High: |
0.520 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
-17.46% |
| 3 Months |
|
|
-69.77% |
| YTD |
|
|
-78.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.480 |
| 1M High / 1M Low: |
0.970 |
0.480 |
| 6M High / 6M Low: |
2.530 |
0.290 |
| High (YTD): |
2024-02-05 |
2.530 |
| Low (YTD): |
2024-04-15 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.646 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.671 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.297 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.00% |
| Volatility 6M: |
|
243.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
