UC WAR. CALL 06/26 LLY/ DE000HD4LBD8 /
2024-09-20 9:40:07 PM | Chg.+0.870 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
16.590EUR | +5.53% | 16.160 Bid Size: 3,000 |
16.450 Ask Size: 3,000 |
ELI LILLY | 925.00 - | 2026-06-17 | Call |
Master data
WKN: | HD4LBD |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | ELI LILLY |
Type: | Warrant |
Option type: | Call |
Strike price: | 925.00 - |
Maturity: | 2026-06-17 |
Issue date: | 2024-04-12 |
Last trading day: | 2026-06-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.02 |
Leverage: | Yes |
Calculated values
Fair value: | 9.52 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.42 |
Historic volatility: | 0.26 |
Parity: | -9.95 |
Time value: | 16.45 |
Break-even: | 1,089.50 |
Moneyness: | 0.89 |
Premium: | 0.32 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.29 |
Spread %: | 1.79% |
Delta: | 0.57 |
Theta: | -0.17 |
Omega: | 2.87 |
Rho: | 5.34 |
Quote data
Open: | 14.840 |
---|---|
High: | 16.960 |
Low: | 14.840 |
Previous Close: | 15.720 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.18% | ||
---|---|---|---|
1 Month | -13.32% | ||
3 Months | +1.84% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 16.650 | 15.710 |
---|---|---|
1M High / 1M Low: | 19.490 | 15.710 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 16.104 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 17.524 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 58.76% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |