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: | - |
