UniCredit Call 420 LOR 19.06.2024
/ DE000HC6LGZ6
UniCredit Call 420 LOR 19.06.2024/ DE000HC6LGZ6 /
2024-05-14 10:17:13 AM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.79EUR |
- |
- Bid Size: - |
- Ask Size: - |
L OREAL INH. E... |
420.00 - |
2024-06-19 |
Call |
Master data
WKN: |
HC6LGZ |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
L OREAL INH. EO 0,2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 - |
Maturity: |
2024-06-19 |
Issue date: |
2023-05-10 |
Last trading day: |
2024-05-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.58 |
Intrinsic value: |
3.54 |
Implied volatility: |
0.43 |
Historic volatility: |
0.19 |
Parity: |
3.54 |
Time value: |
0.28 |
Break-even: |
458.10 |
Moneyness: |
1.08 |
Premium: |
0.01 |
Premium p.a.: |
0.22 |
Spread abs.: |
-0.26 |
Spread %: |
-6.39% |
Delta: |
0.87 |
Theta: |
-0.36 |
Omega: |
10.41 |
Rho: |
0.11 |
Quote data
Open: |
3.79 |
High: |
3.79 |
Low: |
3.79 |
Previous Close: |
3.78 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+1.61% |
3 Months |
|
|
+6.76% |
YTD |
|
|
-22.02% |
1 Year |
|
|
+11.80% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
3.79 |
3.73 |
6M High / 6M Low: |
5.05 |
1.18 |
High (YTD): |
2024-02-05 |
5.05 |
Low (YTD): |
2024-04-15 |
1.18 |
52W High: |
2024-02-05 |
5.05 |
52W Low: |
2024-04-15 |
1.18 |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
3.77 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.26 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.13 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
12.03% |
Volatility 6M: |
|
209.61% |
Volatility 1Y: |
|
168.25% |
Volatility 3Y: |
|
- |