UC WAR. CALL 01/25 HDI/ DE000HC3L415 /
2024-07-25 9:40:16 PM | Chg.+0.330 | Bid9:57:41 PM | Ask9:57:41 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
6.010EUR | +5.81% | - Bid Size: 6,000 |
- 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: | 5.82 |
Leverage: | Yes |
Calculated values
Fair value: | 3.34 |
---|---|
Intrinsic value: | 2.32 |
Implied volatility: | 0.47 |
Historic volatility: | 0.18 |
Parity: | 2.32 |
Time value: | 3.23 |
Break-even: | 355.50 |
Moneyness: | 1.08 |
Premium: | 0.10 |
Premium p.a.: | 0.22 |
Spread abs.: | 0.02 |
Spread %: | 0.36% |
Delta: | 0.67 |
Theta: | -0.12 |
Omega: | 3.91 |
Rho: | 0.77 |
Quote data
Open: | 5.650 |
---|---|
High: | 6.010 |
Low: | 5.460 |
Previous Close: | 5.680 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -12.39% | ||
---|---|---|---|
1 Month | +26.53% | ||
3 Months | +28.42% | ||
YTD | -2.91% | ||
1 Year | +10.28% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.860 | 5.680 |
---|---|---|
1M High / 1M Low: | 7.310 | 4.350 |
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: | 6.408 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.495 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.156 | |
Avg. volume 6M: | .693 | |
Avg. price 1Y: | 5.489 | |
Avg. volume 1Y: | .469 | |
Volatility 1M: | 119.21% | |
Volatility 6M: | 91.98% | |
Volatility 1Y: | 85.28% | |
Volatility 3Y: | - |