UC WAR. CALL 06/26 LLY/ DE000HD4LBE6 /
| 2024-09-20 9:41:42 PM | Chg.+0.870 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 14.720EUR | +6.28% | 14.260 Bid Size: 4,000 |
14.550 Ask Size: 4,000 |
ELI LILLY | 975.00 - | 2026-06-17 | Call |
Master data
| WKN: | HD4LBE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ELI LILLY |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 975.00 - |
| Maturity: | 2026-06-17 |
| Issue date: | 2024-04-12 |
| Last trading day: | 2026-06-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 7.91 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.26 |
| Parity: | -14.95 |
| Time value: | 14.55 |
| Break-even: | 1,120.50 |
| Moneyness: | 0.85 |
| Premium: | 0.36 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.29 |
| Spread %: | 2.03% |
| Delta: | 0.53 |
| Theta: | -0.17 |
| Omega: | 3.02 |
| Rho: | 5.09 |
Quote data
| Open: | 12.970 |
|---|---|
| High: | 15.100 |
| Low: | 12.970 |
| Previous Close: | 13.850 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.26% | ||
|---|---|---|---|
| 1 Month | -14.32% | ||
| 3 Months | +1.59% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 14.720 | 13.850 |
|---|---|---|
| 1M High / 1M Low: | 17.480 | 13.850 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 14.226 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 15.599 | |
| Avg. volume 1M: | 2.435 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 62.39% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
