UniCredit Call 850 LLY 17.07.2024
/ DE000HD5KXA7
UniCredit Call 850 LLY 17.07.2024/ DE000HD5KXA7 /
| 03/07/2024 15:58:37 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.05EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ELI LILLY |
850.00 - |
17/07/2024 |
Call |
Master data
| WKN: |
HD5KXA |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ELI LILLY |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 - |
| Maturity: |
17/07/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
04/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.26 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
1.65 |
| Historic volatility: |
0.26 |
| Parity: |
1.96 |
| Time value: |
4.99 |
| Break-even: |
919.50 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
2.13 |
| Spread %: |
44.19% |
| Delta: |
0.59 |
| Theta: |
-7.33 |
| Omega: |
7.35 |
| Rho: |
0.05 |
Quote data
| Open: |
5.72 |
| High: |
6.05 |
| Low: |
5.31 |
| Previous Close: |
5.88 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+42.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.30 |
4.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
