UC WAR. CALL 06/24 LLY/ DE000HC7N7A8 /
| 2024-06-07 9:42:25 PM | Chg.+1.500 | Bid9:50:00 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 18.670EUR | +8.74% | 18.590 Bid Size: 2,000 |
- Ask Size: - |
ELI LILLY | 650.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC7N7A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ELI LILLY |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 650.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 11.95 |
|---|---|
| Intrinsic value: | 11.87 |
| Implied volatility: | 1.96 |
| Historic volatility: | 0.27 |
| Parity: | 11.87 |
| Time value: | 5.22 |
| Break-even: | 820.90 |
| Moneyness: | 1.18 |
| Premium: | 0.07 |
| Premium p.a.: | 6.37 |
| Spread abs.: | -0.09 |
| Spread %: | -0.52% |
| Delta: | 0.74 |
| Theta: | -3.72 |
| Omega: | 3.34 |
| Rho: | 0.13 |
Quote data
| Open: | 17.040 |
|---|---|
| High: | 18.830 |
| Low: | 17.040 |
| Previous Close: | 17.170 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.27% | ||
|---|---|---|---|
| 1 Month | +52.28% | ||
| 3 Months | +35.98% | ||
| YTD | +535.03% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 17.170 | 15.270 |
|---|---|---|
| 1M High / 1M Low: | 17.170 | 10.380 |
| 6M High / 6M Low: | 17.170 | 2.620 |
| High (YTD): | 2024-06-06 | 17.170 |
| Low (YTD): | 2024-01-02 | 3.130 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 16.534 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 13.806 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 9.632 | |
| Avg. volume 6M: | 5.200 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 103.85% | |
| Volatility 6M: | 162.18% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
