UC WAR. CALL 06/25 LOR/ DE000HC86H58 /
| 2024-10-09 5:47:12 PM | Chg.+0.0200 | Bid6:39:06 PM | Ask6:39:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2800EUR | +7.69% | 0.2700 Bid Size: 15,000 |
0.3000 Ask Size: 15,000 |
L OREAL INH. E... | 550.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC86H5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | L OREAL INH. EO 0,2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 550.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-07-24 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 133.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.21 |
| Parity: | -16.31 |
| Time value: | 0.29 |
| Break-even: | 552.90 |
| Moneyness: | 0.70 |
| Premium: | 0.43 |
| Premium p.a.: | 0.68 |
| Spread abs.: | 0.06 |
| Spread %: | 26.09% |
| Delta: | 0.08 |
| Theta: | -0.03 |
| Omega: | 10.92 |
| Rho: | 0.20 |
Quote data
| Open: | 0.2200 |
|---|---|
| High: | 0.2800 |
| Low: | 0.2200 |
| Previous Close: | 0.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.69% | ||
|---|---|---|---|
| 1 Month | +21.74% | ||
| 3 Months | -30.00% | ||
| YTD | -85.03% | ||
| 1 Year | -68.54% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2600 |
|---|---|---|
| 1M High / 1M Low: | 0.3500 | 0.1500 |
| 6M High / 6M Low: | 1.4500 | 0.1500 |
| High (YTD): | 2024-02-05 | 1.9200 |
| Low (YTD): | 2024-09-20 | 0.1500 |
| 52W High: | 2024-02-05 | 1.9200 |
| 52W Low: | 2024-09-20 | 0.1500 |
| Avg. price 1W: | 0.2800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2241 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6966 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.0166 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 403.24% | |
| Volatility 6M: | 216.70% | |
| Volatility 1Y: | 177.85% | |
| Volatility 3Y: | - |
