UC WAR. CALL 12/25 LOR/ DE000HD57402 /
| 11/12/2024 3:47:07 PM | Chg.-0.1200 | Bid4:36:52 PM | Ask4:36:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | -13.19% | 0.7500 Bid Size: 50,000 |
0.7600 Ask Size: 50,000 |
L OREAL INH. E... | 420.00 - | 12/17/2025 | 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: | 12/17/2025 |
| Issue date: | 5/2/2024 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 36.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.98 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.22 |
| Parity: | -8.30 |
| Time value: | 0.92 |
| Break-even: | 429.20 |
| Moneyness: | 0.80 |
| Premium: | 0.27 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.05 |
| Spread %: | 5.75% |
| Delta: | 0.23 |
| Theta: | -0.03 |
| Omega: | 8.55 |
| Rho: | 0.76 |
Quote data
| Open: | 0.7400 |
|---|---|
| High: | 0.8000 |
| Low: | 0.7400 |
| Previous Close: | 0.9100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -37.80% | ||
|---|---|---|---|
| 1 Month | -74.52% | ||
| 3 Months | -69.62% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2700 | 0.8700 |
|---|---|---|
| 1M High / 1M Low: | 2.9200 | 0.8700 |
| 6M High / 6M Low: | 7.9000 | 0.8700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5043 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.9591 | |
| Avg. volume 6M: | 2.6718 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 193.17% | |
| Volatility 6M: | 147.50% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
