UC WAR. CALL 06/24 LLY/ DE000HC96H98 /
| 2024-06-05 1:42:17 PM | Chg.- | Bid2:24:07 PM | Ask2024-06-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3600EUR | - | 3.5400 Bid Size: 1,000 |
- Ask Size: 1,000 |
ELI LILLY | 800.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC96H9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ELI LILLY |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 800.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-09-11 |
| Last trading day: | 2024-06-05 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.80 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.46 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.97 |
| Historic volatility: | 0.27 |
| Parity: | -3.13 |
| Time value: | 4.09 |
| Break-even: | 840.90 |
| Moneyness: | 0.96 |
| Premium: | 0.09 |
| Premium p.a.: | 14.32 |
| Spread abs.: | 0.59 |
| Spread %: | 16.86% |
| Delta: | 0.45 |
| Theta: | -2.25 |
| Omega: | 8.40 |
| Rho: | 0.10 |
Quote data
| Open: | 3.6900 |
|---|---|
| High: | 4.3600 |
| Low: | 3.6900 |
| Previous Close: | 3.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +52.98% | ||
|---|---|---|---|
| 1 Month | +128.27% | ||
| 3 Months | +9.27% | ||
| YTD | +541.18% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3600 | 3.5700 |
|---|---|---|
| 1M High / 1M Low: | 4.3600 | 1.1000 |
| 6M High / 6M Low: | 5.4900 | 0.5900 |
| High (YTD): | 2024-02-19 | 5.4900 |
| Low (YTD): | 2024-01-02 | 0.7000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.8733 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3524 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3576 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 368.90% | |
| Volatility 6M: | 314.36% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
