UC WAR. CALL 06/24 LOR/ DE000HB8HEW3 /
| 24/05/2024 21:46:07 | Chg.-0.150 | Bid21:59:45 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.820EUR | -1.50% | 9.830 Bid Size: 3,000 |
- Ask Size: - |
L OREAL INH. E... | 350.00 - | 19/06/2024 | Call |
Master data
| WKN: | HB8HEW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | L OREAL INH. EO 0,2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 350.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 18/07/2022 |
| Last trading day: | 18/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.83 |
|---|---|
| Intrinsic value: | 9.74 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.19 |
| Parity: | 9.74 |
| Time value: | 0.22 |
| Break-even: | 449.50 |
| Moneyness: | 1.28 |
| Premium: | 0.00 |
| Premium p.a.: | 0.07 |
| Spread abs.: | -0.02 |
| Spread %: | -0.20% |
| Delta: | 0.96 |
| Theta: | -0.16 |
| Omega: | 4.30 |
| Rho: | 0.23 |
Quote data
| Open: | 9.830 |
|---|---|
| High: | 10.120 |
| Low: | 9.800 |
| Previous Close: | 9.970 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.11% | ||
|---|---|---|---|
| 1 Month | +16.21% | ||
| 3 Months | -5.21% | ||
| YTD | -9.74% | ||
| 1 Year | +17.32% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 10.360 | 9.820 |
|---|---|---|
| 1M High / 1M Low: | 10.940 | 8.450 |
| 6M High / 6M Low: | 11.210 | 6.240 |
| High (YTD): | 05/02/2024 | 11.210 |
| Low (YTD): | 08/04/2024 | 6.240 |
| 52W High: | 05/02/2024 | 11.210 |
| 52W Low: | 20/10/2023 | 5.270 |
| Avg. price 1W: | 9.994 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 9.820 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 9.370 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 8.454 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 48.84% | |
| Volatility 6M: | 88.71% | |
| Volatility 1Y: | 83.77% | |
| Volatility 3Y: | - |
