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UniCredit Call 450 LOR 18.12.2024/  DE000HC3MCF2  /

EUWAX
06/09/2024  10:25:01 Chg.0.000 Bid10:42:51 Ask10:42:51 Underlying Strike price Expiration date Option type
0.350EUR 0.00% 0.340
Bid Size: 60,000		 0.350
Ask Size: 60,000		 L OREAL INH. E... 450.00 - 18/12/2024 Call
 

Master data

WKN: HC3MCF
Issuer: UniCredit
Currency: EUR
Underlying: L OREAL INH. EO 0,2
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 18/12/2024
Issue date: 30/01/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 96.89
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -6.25
Time value: 0.40
Break-even: 454.00
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.75
Spread abs.: 0.06
Spread %: 17.65%
Delta: 0.16
Theta: -0.07
Omega: 15.40
Rho: 0.16
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.45%
1 Month
  -35.19%
3 Months
  -90.11%
YTD
  -92.31%
1 Year
  -86.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.390
1M High / 1M Low: 0.560 0.330
6M High / 6M Low: 4.060 0.330
High (YTD): 05/02/2024 4.620
Low (YTD): 20/08/2024 0.330
52W High: 05/02/2024 4.620
52W Low: 20/08/2024 0.330
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.430
Avg. volume 1M:   0.000
Avg. price 6M:   2.123
Avg. volume 6M:   0.000
Avg. price 1Y:   2.650
Avg. volume 1Y:   0.000
Volatility 1M:   211.42%
Volatility 6M:   220.69%
Volatility 1Y:   178.83%
Volatility 3Y:   -