UC WAR. CALL 01/25 HDI/ DE000HC3L415 /
2024-08-30 9:42:03 PM | Chg.-0.120 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.690EUR | -1.76% | 6.790 Bid Size: 6,000 |
6.810 Ask Size: 6,000 |
HOME DEPOT INC. D... | 300.00 - | 2025-01-15 | Call |
Master data
WKN: | HC3L41 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | HOME DEPOT INC. DL-,05 |
Type: | Warrant |
Option type: | Call |
Strike price: | 300.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-01-27 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.96 |
Leverage: | Yes |
Calculated values
Fair value: | 3.82 |
---|---|
Intrinsic value: | 3.13 |
Implied volatility: | 0.62 |
Historic volatility: | 0.18 |
Parity: | 3.13 |
Time value: | 3.55 |
Break-even: | 366.80 |
Moneyness: | 1.10 |
Premium: | 0.11 |
Premium p.a.: | 0.31 |
Spread abs.: | 0.02 |
Spread %: | 0.30% |
Delta: | 0.69 |
Theta: | -0.18 |
Omega: | 3.41 |
Rho: | 0.61 |
Quote data
Open: | 6.630 |
---|---|
High: | 6.810 |
Low: | 6.570 |
Previous Close: | 6.810 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.51% | ||
---|---|---|---|
1 Month | -6.43% | ||
3 Months | +54.86% | ||
YTD | +8.08% | ||
1 Year | +17.16% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 7.050 | 6.690 |
---|---|---|
1M High / 1M Low: | 7.150 | 5.040 |
6M High / 6M Low: | 9.690 | 3.680 |
High (YTD): | 2024-03-21 | 9.690 |
Low (YTD): | 2024-05-27 | 3.680 |
52W High: | 2024-03-21 | 9.690 |
52W Low: | 2023-10-27 | 2.400 |
Avg. price 1W: | 6.882 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.229 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.972 | |
Avg. volume 6M: | .682 | |
Avg. price 1Y: | 5.553 | |
Avg. volume 1Y: | .344 | |
Volatility 1M: | 108.57% | |
Volatility 6M: | 98.83% | |
Volatility 1Y: | 90.57% | |
Volatility 3Y: | - |