UC WAR. CALL 06/26 LLY/ DE000HD4JTW4 /
| 2024-09-20 9:40:38 PM | Chg.+0.800 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 13.790EUR | +6.16% | 13.380 Bid Size: 4,000 |
13.670 Ask Size: 4,000 |
ELI LILLY | 1,000.00 - | 2026-06-17 | Call |
Master data
| WKN: | HD4JTW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ELI LILLY |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 1,000.00 - |
| Maturity: | 2026-06-17 |
| Issue date: | 2024-04-11 |
| Last trading day: | 2026-06-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.26 |
| Parity: | -17.45 |
| Time value: | 13.67 |
| Break-even: | 1,136.70 |
| Moneyness: | 0.83 |
| Premium: | 0.38 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.29 |
| Spread %: | 2.17% |
| Delta: | 0.51 |
| Theta: | -0.17 |
| Omega: | 3.09 |
| Rho: | 4.96 |
Quote data
| Open: | 12.110 |
|---|---|
| High: | 14.090 |
| Low: | 12.110 |
| Previous Close: | 12.990 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.82% | ||
|---|---|---|---|
| 1 Month | -14.93% | ||
| 3 Months | +0.95% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 13.870 | 12.950 |
|---|---|---|
| 1M High / 1M Low: | 16.540 | 12.950 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 13.362 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 14.707 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 63.40% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
