UniCredit Call 430 LOR 18.12.2024
/ DE000HD8YSU0
UniCredit Call 430 LOR 18.12.2024/ DE000HD8YSU0 /
| 2024-10-28 9:49:49 AM |
Chg.+0.020 |
Bid10:31:28 AM |
Ask10:31:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+20.00% |
0.110
Bid Size: 70,000 |
0.120
Ask Size: 70,000 |
L OREAL INH. E... |
430.00 EUR |
2024-12-18 |
Call |
Master data
| WKN: |
HD8YSU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 EUR |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-09-25 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
254.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-7.44 |
| Time value: |
0.14 |
| Break-even: |
431.40 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
2.98 |
| Spread abs.: |
0.05 |
| Spread %: |
55.56% |
| Delta: |
0.07 |
| Theta: |
-0.06 |
| Omega: |
18.99 |
| Rho: |
0.04 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-87.88% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.090 |
| 1M High / 1M Low: |
0.920 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.469 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
