UC WAR. CALL 06/26 LLY/ DE000HD4LBB2 /
| 2024-09-20 9:40:47 PM | Chg.+0.940 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 21.050EUR | +4.67% | 20.600 Bid Size: 3,000 |
20.890 Ask Size: 3,000 |
ELI LILLY | 825.00 - | 2026-06-17 | Call |
Master data
| WKN: | HD4LBB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ELI LILLY |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 825.00 - |
| Maturity: | 2026-06-17 |
| Issue date: | 2024-04-12 |
| Last trading day: | 2026-06-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 13.60 |
|---|---|
| Intrinsic value: | 0.05 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.26 |
| Parity: | 0.05 |
| Time value: | 20.84 |
| Break-even: | 1,033.90 |
| Moneyness: | 1.00 |
| Premium: | 0.25 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.29 |
| Spread %: | 1.41% |
| Delta: | 0.65 |
| Theta: | -0.17 |
| Omega: | 2.58 |
| Rho: | 5.74 |
Quote data
| Open: | 19.220 |
|---|---|
| High: | 21.510 |
| Low: | 19.220 |
| Previous Close: | 20.110 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.59% | ||
|---|---|---|---|
| 1 Month | -11.11% | ||
| 3 Months | +2.58% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 21.090 | 19.950 |
|---|---|---|
| 1M High / 1M Low: | 24.060 | 19.950 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 20.462 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 21.984 | |
| Avg. volume 1M: | 2.609 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 53.03% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
