UniCredit Call 450 LOR 19.06.2024/  DE000HC2P798  /

Frankfurt Zert./HVB
2024-06-05  1:06:05 PM Chg.+0.080 Bid9:59:29 PM Ask2024-06-05 Underlying Strike price Expiration date Option type
0.910EUR +9.64% -
Bid Size: -
-
Ask Size: -
L OREAL INH. E... 450.00 - 2024-06-19 Call
 

Master data

WKN: HC2P79
Issuer: UniCredit
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 2024-06-19
Issue date: 2022-12-19
Last trading day: 2024-06-05
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 52.43
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.96
Historic volatility: 0.19
Parity: -0.96
Time value: 0.84
Break-even: 458.40
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: -0.06
Spread %: -6.67%
Delta: 0.40
Theta: -3.02
Omega: 20.74
Rho: 0.01
 

Quote data

Open: 0.800
High: 0.910
Low: 0.770
Previous Close: 0.830
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -5.21%
3 Months
  -43.83%
YTD
  -68.94%
1 Year
  -64.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.130 0.410
6M High / 6M Low: 3.050 0.400
High (YTD): 2024-02-05 3.050
Low (YTD): 2024-04-15 0.400
52W High: 2024-02-05 3.050
52W Low: 2024-04-15 0.400
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.804
Avg. volume 1M:   0.000
Avg. price 6M:   1.489
Avg. volume 6M:   0.000
Avg. price 1Y:   1.668
Avg. volume 1Y:   0.000
Volatility 1M:   433.00%
Volatility 6M:   277.21%
Volatility 1Y:   219.69%
Volatility 3Y:   -