UniCredit Call 750 LLY 17.06.2026
/ DE000HD4LB61
UniCredit Call 750 LLY 17.06.2026/ DE000HD4LB61 /
2024-06-19 5:07:17 PM |
Chg.+0.10 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
24.26EUR |
+0.41% |
- Bid Size: - |
- Ask Size: - |
ELI LILLY |
750.00 - |
2026-06-17 |
Call |
Master data
WKN: |
HD4LB6 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
750.00 - |
Maturity: |
2026-06-17 |
Issue date: |
2024-04-12 |
Last trading day: |
2026-06-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
19.40 |
Intrinsic value: |
8.01 |
Implied volatility: |
0.41 |
Historic volatility: |
0.27 |
Parity: |
8.01 |
Time value: |
16.61 |
Break-even: |
996.20 |
Moneyness: |
1.11 |
Premium: |
0.20 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.20 |
Spread %: |
0.82% |
Delta: |
0.72 |
Theta: |
-0.14 |
Omega: |
2.43 |
Rho: |
7.05 |
Quote data
Open: |
23.99 |
High: |
24.26 |
Low: |
23.53 |
Previous Close: |
24.16 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.37% |
1 Month |
|
|
+39.27% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
24.29 |
23.47 |
1M High / 1M Low: |
24.29 |
17.19 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
23.94 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
20.87 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
43.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |