UniCredit Call 430 LOR 18.12.2024/  DE000HD8YSU0  /

EUWAX
9/27/2024  8:19:29 PM Chg.+0.030 Bid9:59:09 PM Ask9:59:09 PM Underlying Strike price Expiration date Option type
0.990EUR +3.13% 0.970
Bid Size: 8,000
1.030
Ask Size: 8,000
L OREAL INH. E... 430.00 EUR 12/18/2024 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: 12/18/2024
Issue date: 9/25/2024
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 39.41
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -2.41
Time value: 1.03
Break-even: 440.30
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.44
Spread abs.: 0.06
Spread %: 6.19%
Delta: 0.35
Theta: -0.12
Omega: 13.84
Rho: 0.29
 

Quote data

Open: 1.060
High: 1.060
Low: 0.990
Previous Close: 0.960
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -