UniCredit Call 405 LOR 19.06.2024
/ DE000HC6PNB4
UniCredit Call 405 LOR 19.06.2024/ DE000HC6PNB4 /
| 2024-05-09 1:23:01 PM |
Chg.+0.230 |
Bid9:59:13 PM |
Ask2024-05-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.750EUR |
+5.09% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
405.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HC6PNB |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-05-15 |
| Last trading day: |
2024-05-09 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.49 |
| Intrinsic value: |
4.43 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
4.43 |
| Time value: |
0.17 |
| Break-even: |
450.90 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
-0.56 |
| Spread %: |
-10.87% |
| Delta: |
0.93 |
| Theta: |
-0.18 |
| Omega: |
9.11 |
| Rho: |
0.15 |
Quote data
| Open: |
4.550 |
| High: |
4.750 |
| Low: |
4.520 |
| Previous Close: |
4.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+19.05% |
| 3 Months |
|
|
+5.79% |
| YTD |
|
|
-21.10% |
| 1 Year |
|
|
+2.59% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.750 |
4.150 |
| 6M High / 6M Low: |
6.160 |
1.920 |
| High (YTD): |
2024-02-05 |
6.160 |
| Low (YTD): |
2024-04-08 |
1.920 |
| 52W High: |
2024-02-05 |
6.160 |
| 52W Low: |
2024-04-08 |
1.920 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.367 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
4.056 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
7.45% |
| Volatility 6M: |
|
173.04% |
| Volatility 1Y: |
|
143.77% |
| Volatility 3Y: |
|
- |
