UC WAR. CALL 06/24 LLY/ DE000HD5KX65 /
| 31/05/2024 21:42:22 | Chg.+0.0500 | Bid21:59:42 | Ask21:59:42 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1200EUR | +1.23% | 4.6000 Bid Size: 2,000 |
4.6600 Ask Size: 2,000 |
ELI LILLY | 780.00 - | 19/06/2024 | Call |
Master data
| WKN: | HD5KX6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ELI LILLY |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 780.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 14/05/2024 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.93 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.84 |
| Historic volatility: | 0.27 |
| Parity: | -2.38 |
| Time value: | 4.66 |
| Break-even: | 826.60 |
| Moneyness: | 0.97 |
| Premium: | 0.09 |
| Premium p.a.: | 5.08 |
| Spread abs.: | 0.06 |
| Spread %: | 1.30% |
| Delta: | 0.47 |
| Theta: | -1.59 |
| Omega: | 7.71 |
| Rho: | 0.15 |
Quote data
| Open: | 4.0700 |
|---|---|
| High: | 4.4100 |
| Low: | 4.0700 |
| Previous Close: | 4.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.83% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1200 | 3.4400 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.9180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
