UC WAR. CALL 01/25 HDI/ DE000HC3L423 /
26/07/2024 21:40:34 | Chg.+0.1300 | Bid21:59:43 | Ask21:59:43 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1200EUR | +13.13% | 1.1100 Bid Size: 15,000 |
1.1300 Ask Size: 15,000 |
HOME DEPOT INC. D... | 400.00 - | 15/01/2025 | Call |
Master data
WKN: | HC3L42 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | HOME DEPOT INC. DL-,05 |
Type: | Warrant |
Option type: | Call |
Strike price: | 400.00 - |
Maturity: | 15/01/2025 |
Issue date: | 27/01/2023 |
Last trading day: | 14/01/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 34.64 |
Leverage: | Yes |
Calculated values
Fair value: | 0.12 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.18 |
Parity: | -7.44 |
Time value: | 0.94 |
Break-even: | 409.40 |
Moneyness: | 0.81 |
Premium: | 0.26 |
Premium p.a.: | 0.62 |
Spread abs.: | 0.02 |
Spread %: | 2.17% |
Delta: | 0.24 |
Theta: | -0.07 |
Omega: | 8.27 |
Rho: | 0.32 |
Quote data
Open: | 0.9900 |
---|---|
High: | 1.1500 |
Low: | 0.9900 |
Previous Close: | 0.9900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -6.67% | ||
---|---|---|---|
1 Month | +77.78% | ||
3 Months | +49.33% | ||
YTD | -26.80% | ||
1 Year | -28.21% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2000 | 0.8700 |
---|---|---|
1M High / 1M Low: | 1.4100 | 0.4800 |
6M High / 6M Low: | 3.0900 | 0.3900 |
High (YTD): | 21/03/2024 | 3.0900 |
Low (YTD): | 07/06/2024 | 0.3900 |
52W High: | 21/03/2024 | 3.0900 |
52W Low: | 27/10/2023 | 0.3800 |
Avg. price 1W: | 1.0480 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8095 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.2683 | |
Avg. volume 6M: | 1.9685 | |
Avg. price 1Y: | 1.2099 | |
Avg. volume 1Y: | .9766 | |
Volatility 1M: | 252.92% | |
Volatility 6M: | 181.21% | |
Volatility 1Y: | 157.16% | |
Volatility 3Y: | - |