UC WAR. CALL 12/25 LOR/ DE000HD57402 /
| 06/09/2024 15:46:41 | Chg.-0.0200 | Bid17:17:31 | Ask17:17:31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8800EUR | -0.69% | 2.7100 Bid Size: 60,000 |
2.7200 Ask Size: 60,000 |
L OREAL INH. E... | 420.00 - | 17/12/2025 | Call |
Master data
| WKN: | HD5740 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | L OREAL INH. EO 0,2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 420.00 - |
| Maturity: | 17/12/2025 |
| Issue date: | 02/05/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.78 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.19 |
| Parity: | -3.25 |
| Time value: | 2.93 |
| Break-even: | 449.30 |
| Moneyness: | 0.92 |
| Premium: | 0.16 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.06 |
| Spread %: | 2.09% |
| Delta: | 0.48 |
| Theta: | -0.05 |
| Omega: | 6.40 |
| Rho: | 2.02 |
Quote data
| Open: | 2.7800 |
|---|---|
| High: | 2.8800 |
| Low: | 2.6700 |
| Previous Close: | 2.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.46% | ||
|---|---|---|---|
| 1 Month | -9.15% | ||
| 3 Months | -62.45% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2900 | 2.9000 |
|---|---|---|
| 1M High / 1M Low: | 3.3500 | 2.5300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0022 | |
| Avg. volume 1M: | 15.2174 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 79.81% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
