UniCredit Call 780 LLY 17.07.2024
/ DE000HD5MYN4
UniCredit Call 780 LLY 17.07.2024/ DE000HD5MYN4 /
2024-06-18 12:32:56 PM |
Chg.+0.370 |
Bid9:55:59 PM |
Ask2024-06-18 |
Underlying |
Strike price |
Expiration date |
Option type |
10.430EUR |
+3.68% |
- Bid Size: - |
- Ask Size: - |
ELI LILLY |
780.00 - |
2024-07-17 |
Call |
Master data
WKN: |
HD5MYN |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
ELI LILLY |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
780.00 - |
Maturity: |
2024-07-17 |
Issue date: |
2024-05-16 |
Last trading day: |
2024-06-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.99 |
Intrinsic value: |
8.96 |
Implied volatility: |
1.43 |
Historic volatility: |
0.26 |
Parity: |
8.96 |
Time value: |
1.70 |
Break-even: |
886.60 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
4.86 |
Spread abs.: |
-0.13 |
Spread %: |
-1.20% |
Delta: |
0.79 |
Theta: |
-4.75 |
Omega: |
6.44 |
Rho: |
0.06 |
Quote data
Open: |
10.220 |
High: |
10.430 |
Low: |
10.220 |
Previous Close: |
10.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+6.10% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
10.430 |
9.830 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
10.107 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
14.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |