UniCredit Call 820 LLY 17.07.2024
/ DE000HD5KX99
UniCredit Call 820 LLY 17.07.2024/ DE000HD5KX99 /
| 6/17/2024 12:41:49 PM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.32EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
820.00 - |
7/17/2024 |
Call |
Master data
| WKN: |
HD5KX9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 - |
| Maturity: |
7/17/2024 |
| Issue date: |
5/14/2024 |
| Last trading day: |
6/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.00 |
| Intrinsic value: |
4.96 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.26 |
| Parity: |
4.96 |
| Time value: |
1.60 |
| Break-even: |
885.60 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
4.29 |
| Spread abs.: |
-0.29 |
| Spread %: |
-4.23% |
| Delta: |
0.73 |
| Theta: |
-3.80 |
| Omega: |
9.70 |
| Rho: |
0.06 |
Quote data
| Open: |
6.48 |
| High: |
6.48 |
| Low: |
6.32 |
| Previous Close: |
6.42 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.42 |
6.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
