UC WAR. CALL 06/24 LLY/ DE000HD546B9 /
| 2024-06-06 1:42:25 PM | Chg.- | Bid3:12:04 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.490EUR | - | 10.060 Bid Size: 1,000 |
- Ask Size: - |
ELI LILLY | 720.00 - | 2024-06-19 | Call |
Master data
| WKN: | HD546B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ELI LILLY |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 720.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-04-29 |
| Last trading day: | 2024-06-07 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.81 |
|---|---|
| Intrinsic value: | 6.69 |
| Implied volatility: | 1.25 |
| Historic volatility: | 0.27 |
| Parity: | 6.69 |
| Time value: | 3.77 |
| Break-even: | 824.60 |
| Moneyness: | 1.09 |
| Premium: | 0.05 |
| Premium p.a.: | 3.72 |
| Spread abs.: | -0.34 |
| Spread %: | -3.15% |
| Delta: | 0.70 |
| Theta: | -2.76 |
| Omega: | 5.26 |
| Rho: | 0.13 |
Quote data
| Open: | 10.250 |
|---|---|
| High: | 10.490 |
| Low: | 10.170 |
| Previous Close: | 10.490 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.95% | ||
|---|---|---|---|
| 1 Month | +66.77% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 10.490 | 10.170 |
|---|---|---|
| 1M High / 1M Low: | 10.490 | 4.690 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 10.375 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.737 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 185.55% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
