UC WAR. CALL 06/26 LLY/ DE000HD4LBL1 /
| 2024-09-20 9:40:29 PM | Chg.+0.700 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.740EUR | +6.97% | 10.350 Bid Size: 4,000 |
10.640 Ask Size: 4,000 |
ELI LILLY | 1,100.00 - | 2026-06-17 | Call |
Master data
| WKN: | HD4LBL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | ELI LILLY |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 1,100.00 - |
| Maturity: | 2026-06-17 |
| Issue date: | 2024-04-12 |
| Last trading day: | 2026-06-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.90 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.26 |
| Parity: | -27.45 |
| Time value: | 10.64 |
| Break-even: | 1,206.40 |
| Moneyness: | 0.75 |
| Premium: | 0.46 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.29 |
| Spread %: | 2.80% |
| Delta: | 0.43 |
| Theta: | -0.16 |
| Omega: | 3.37 |
| Rho: | 4.39 |
Quote data
| Open: | 9.160 |
|---|---|
| High: | 10.860 |
| Low: | 9.160 |
| Previous Close: | 10.040 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.59% | ||
|---|---|---|---|
| 1 Month | -16.55% | ||
| 3 Months | -0.46% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 10.810 | 10.040 |
|---|---|---|
| 1M High / 1M Low: | 13.190 | 10.040 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 10.374 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 11.577 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 70.26% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
