UC WAR. CALL 09/24 LOR/ DE000HD7FE06 /
| 30/08/2024 11:45:57 | Chg.+0.1400 | Bid13:04:38 | Ask13:04:38 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3500EUR | +11.57% | 1.3000 Bid Size: 30,000 |
1.3100 Ask Size: 30,000 |
L OREAL INH. E... | 390.00 EUR | 18/09/2024 | Call |
Master data
| WKN: | HD7FE0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | L OREAL INH. EO 0,2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 390.00 EUR |
| Maturity: | 18/09/2024 |
| Issue date: | 29/07/2024 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 32.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.25 |
|---|---|
| Intrinsic value: | 0.86 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.19 |
| Parity: | 0.86 |
| Time value: | 0.37 |
| Break-even: | 402.20 |
| Moneyness: | 1.02 |
| Premium: | 0.01 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.06 |
| Spread %: | 5.17% |
| Delta: | 0.72 |
| Theta: | -0.17 |
| Omega: | 23.56 |
| Rho: | 0.14 |
Quote data
| Open: | 1.0600 |
|---|---|
| High: | 1.3500 |
| Low: | 1.0600 |
| Previous Close: | 1.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.00% | ||
|---|---|---|---|
| 1 Month | -32.50% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2100 | 0.8200 |
|---|---|---|
| 1M High / 1M Low: | 2.0000 | 0.5500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0174 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 320.32% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
