UniCredit Call 500 LOR 19.06.2024/  DE000HC2P7A1  /

Frankfurt Zert./HVB
2024-05-21  7:38:52 PM Chg.0.000 Bid9:59:06 PM Ask9:59:06 PM Underlying Strike price Expiration date Option type
0.070EUR 0.00% 0.060
Bid Size: 10,000
0.100
Ask Size: 10,000
L OREAL INH. E... 500.00 - 2024-06-19 Call
 

Master data

WKN: HC2P7A
Issuer: UniCredit
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2024-06-19
Issue date: 2022-12-19
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 408.09
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -5.11
Time value: 0.11
Break-even: 501.10
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 2.99
Spread abs.: 0.05
Spread %: 83.33%
Delta: 0.08
Theta: -0.08
Omega: 31.71
Rho: 0.03
 

Quote data

Open: 0.072
High: 0.072
Low: 0.059
Previous Close: 0.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -46.15%
3 Months
  -88.89%
YTD
  -93.20%
1 Year
  -95.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.070
1M High / 1M Low: 0.180 0.070
6M High / 6M Low: 1.130 0.070
High (YTD): 2024-02-05 1.130
Low (YTD): 2024-05-21 0.070
52W High: 2023-05-22 1.580
52W Low: 2024-05-21 0.070
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.477
Avg. volume 6M:   0.000
Avg. price 1Y:   0.618
Avg. volume 1Y:   0.000
Volatility 1M:   246.73%
Volatility 6M:   240.78%
Volatility 1Y:   212.41%
Volatility 3Y:   -