UC WAR. CALL 01/25 HDI/ DE000HC3L415 /
| 2024-07-26 11:40:38 AM | Chg.-0.070 | Bid12:51:52 PM | Ask12:51:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.940EUR | -1.16% | 5.960 Bid Size: 4,000 |
6.040 Ask Size: 4,000 |
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: | 5.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.51 |
|---|---|
| Intrinsic value: | 2.56 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.18 |
| Parity: | 2.56 |
| Time value: | 3.28 |
| Break-even: | 358.40 |
| Moneyness: | 1.09 |
| Premium: | 0.10 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.02 |
| Spread %: | 0.34% |
| Delta: | 0.68 |
| Theta: | -0.13 |
| Omega: | 3.78 |
| Rho: | 0.77 |
Quote data
| Open: | 5.940 |
|---|---|
| High: | 5.940 |
| Low: | 5.940 |
| Previous Close: | 6.010 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.86% | ||
|---|---|---|---|
| 1 Month | +17.62% | ||
| 3 Months | +23.49% | ||
| YTD | -4.04% | ||
| 1 Year | +5.69% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.590 | 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: | 6.238 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.552 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.153 | |
| Avg. volume 6M: | .693 | |
| Avg. price 1Y: | 5.492 | |
| Avg. volume 1Y: | .469 | |
| Volatility 1M: | 118.94% | |
| Volatility 6M: | 92.10% | |
| Volatility 1Y: | 85.41% | |
| Volatility 3Y: | - |
