UC WAR. CALL 10/24 LAR0/ DE000HD7W479 /
| 2024-10-08 5:40:18 PM | Chg.+0.0050 | Bid7:19:13 PM | Ask7:19:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0860EUR | +6.17% | 0.0590 Bid Size: 80,000 |
0.0710 Ask Size: 80,000 |
Lam Research Corpora... | 85.00 USD | 2024-10-16 | Call |
Master data
| WKN: | HD7W47 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Lam Research Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 USD |
| Maturity: | 2024-10-16 |
| Issue date: | 2024-08-14 |
| Last trading day: | 2024-10-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 83.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.36 |
| Parity: | -0.40 |
| Time value: | 0.09 |
| Break-even: | 78.33 |
| Moneyness: | 0.95 |
| Premium: | 0.07 |
| Premium p.a.: | 17.82 |
| Spread abs.: | 0.01 |
| Spread %: | 15.79% |
| Delta: | 0.26 |
| Theta: | -0.12 |
| Omega: | 22.00 |
| Rho: | 0.00 |
Quote data
| Open: | 0.0400 |
|---|---|
| High: | 0.0860 |
| Low: | 0.0400 |
| Previous Close: | 0.0810 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.82% | ||
|---|---|---|---|
| 1 Month | -28.33% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1700 | 0.0810 |
|---|---|---|
| 1M High / 1M Low: | 0.3600 | 0.0730 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1242 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1401 | |
| Avg. volume 1M: | 1,354.1429 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 681.95% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
