UC WAR. CALL 09/24 LOR/ DE000HD4YYT9 /
2024-08-30 5:46:17 PM | Chg.-0.0100 | Bid6:51:04 PM | Ask6:51:04 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1100EUR | -8.33% | 0.0800 Bid Size: 15,000 |
0.1100 Ask Size: 15,000 |
L OREAL INH. E... | 420.00 - | 2024-09-18 | Call |
Master data
WKN: | HD4YYT |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | L OREAL INH. EO 0,2 |
Type: | Warrant |
Option type: | Call |
Strike price: | 420.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2024-04-24 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 265.70 |
Leverage: | Yes |
Calculated values
Fair value: | 0.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.19 |
Parity: | -2.15 |
Time value: | 0.15 |
Break-even: | 421.50 |
Moneyness: | 0.95 |
Premium: | 0.06 |
Premium p.a.: | 1.93 |
Spread abs.: | 0.06 |
Spread %: | 66.67% |
Delta: | 0.15 |
Theta: | -0.13 |
Omega: | 40.68 |
Rho: | 0.03 |
Quote data
Open: | 0.0600 |
---|---|
High: | 0.1300 |
Low: | 0.0600 |
Previous Close: | 0.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -21.43% | ||
---|---|---|---|
1 Month | -84.51% | ||
3 Months | -97.19% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1400 | 0.0800 |
---|---|---|
1M High / 1M Low: | 0.7100 | 0.0800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1096 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2183 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 348.48% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |