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UniCredit Call 500 LOR 19.06.2024/  DE000HC2P7A1  /

Frankfurt Zert./HVB
16/05/2024  10:39:57 Chg.-0.020 Bid10:41:21 Ask10:41:21 Underlying Strike price Expiration date Option type
0.120EUR -14.29% 0.120
Bid Size: 50,000		 0.130
Ask Size: 50,000		 L OREAL INH. E... 500.00 - 19/06/2024 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: 19/06/2024
Issue date: 19/12/2022
Last trading day: 18/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 268.71
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -4.32
Time value: 0.17
Break-even: 501.70
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 1.74
Spread abs.: 0.05
Spread %: 41.67%
Delta: 0.11
Theta: -0.10
Omega: 30.41
Rho: 0.05
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -7.69%
3 Months
  -72.09%
YTD
  -88.35%
1 Year
  -92.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.190 0.110
6M High / 6M Low: 1.130 0.110
High (YTD): 05/02/2024 1.130
Low (YTD): 03/05/2024 0.110
52W High: 19/05/2023 1.710
52W Low: 03/05/2024 0.110
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.136
Avg. volume 1M:   0.000
Avg. price 6M:   0.493
Avg. volume 6M:   0.000
Avg. price 1Y:   0.642
Avg. volume 1Y:   0.000
Volatility 1M:   261.41%
Volatility 6M:   236.49%
Volatility 1Y:   209.71%
Volatility 3Y:   -