UC WAR. CALL 12/24 LOR/ DE000HC30XR9 /
| 9/6/2024 3:46:46 PM | Chg.0.0000 | Bid5:19:52 PM | Ask5:19:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.7500EUR | 0.00% | 4.4800 Bid Size: 30,000 |
4.4900 Ask Size: 30,000 |
L OREAL INH. E... | 350.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC30XR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | L OREAL INH. EO 0,2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 350.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 1/11/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.36 |
|---|---|
| Intrinsic value: | 3.76 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.19 |
| Parity: | 3.76 |
| Time value: | 1.05 |
| Break-even: | 398.00 |
| Moneyness: | 1.11 |
| Premium: | 0.03 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.06 |
| Spread %: | 1.27% |
| Delta: | 0.80 |
| Theta: | -0.10 |
| Omega: | 6.44 |
| Rho: | 0.74 |
Quote data
| Open: | 4.6200 |
|---|---|
| High: | 4.7500 |
| Low: | 4.3200 |
| Previous Close: | 4.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.95% | ||
|---|---|---|---|
| 1 Month | -5.38% | ||
| 3 Months | -58.84% | ||
| YTD | -59.37% | ||
| 1 Year | -39.72% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.5200 | 4.7500 |
|---|---|---|
| 1M High / 1M Low: | 5.6100 | 4.0800 |
| 6M High / 6M Low: | 11.8600 | 4.0800 |
| High (YTD): | 2/5/2024 | 11.9200 |
| Low (YTD): | 8/13/2024 | 4.0800 |
| 52W High: | 2/5/2024 | 11.9200 |
| 52W Low: | 8/13/2024 | 4.0800 |
| Avg. price 1W: | 5.2100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.9313 | |
| Avg. volume 1M: | 3.6522 | |
| Avg. price 6M: | 8.4426 | |
| Avg. volume 6M: | .6512 | |
| Avg. price 1Y: | 8.8838 | |
| Avg. volume 1Y: | .3281 | |
| Volatility 1M: | 86.74% | |
| Volatility 6M: | 91.34% | |
| Volatility 1Y: | 81.64% | |
| Volatility 3Y: | - |
