UC WAR. CALL 06/26 LLY/ DE000HD4LBB2 /
9/20/2024 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 - | 6/17/2026 | Call |
Master data
WKN: | HD4LBB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ELI LILLY |
Type: | Warrant |
Option type: | Call |
Strike price: | 825.00 - |
Maturity: | 6/17/2026 |
Issue date: | 4/12/2024 |
Last trading day: | 6/16/2026 |
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: | - |