UniCredit Call 430 LOR 19.06.2024/  DE000HD4YYL6  /

Frankfurt Zert./HVB
06/06/2024  15:00:36 Chg.+0.040 Bid21:59:25 Ask06/06/2024 Underlying Strike price Expiration date Option type
2.790EUR +1.45% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 430.00 - 19/06/2024 Call
 

Master data

WKN: HD4YYL
Issuer: UniCredit
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 430.00 -
Maturity: 19/06/2024
Issue date: 24/04/2024
Last trading day: 07/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.75
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 1.69
Implied volatility: 2.27
Historic volatility: 0.19
Parity: 1.69
Time value: 1.34
Break-even: 460.30
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.00
Spread abs.: 0.40
Spread %: 15.21%
Delta: 0.65
Theta: -9.85
Omega: 9.59
Rho: 0.01
 

Quote data

Open: 2.830
High: 3.180
Low: 2.790
Previous Close: 2.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+22.37%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.790 1.460
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.239
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   264.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -