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: | - |