UniCredit Call 370 LOR 13.11.2024
/ DE000HD8VNN2
UniCredit Call 370 LOR 13.11.2024/ DE000HD8VNN2 /
| 04/10/2024 19:32:53 |
Chg.+0.410 |
Bid21:59:07 |
Ask21:59:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.210EUR |
+14.64% |
3.240
Bid Size: 2,000 |
3.480
Ask Size: 2,000 |
L OREAL INH. E... |
370.00 EUR |
13/11/2024 |
Call |
Master data
| WKN: |
HD8VNN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
13/11/2024 |
| Issue date: |
23/09/2024 |
| Last trading day: |
12/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.71 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
2.34 |
| Time value: |
1.15 |
| Break-even: |
404.80 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.24 |
| Spread %: |
7.41% |
| Delta: |
0.71 |
| Theta: |
-0.25 |
| Omega: |
8.03 |
| Rho: |
0.26 |
Quote data
| Open: |
2.830 |
| High: |
3.310 |
| Low: |
2.830 |
| Previous Close: |
2.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.13% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.900 |
2.800 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
