UC WAR. CALL 01/25 HDI/ DE000HC75356 /
| 2024-08-30 9:40:05 PM | Chg.-0.130 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.100EUR | -2.49% | 5.200 Bid Size: 6,000 |
5.220 Ask Size: 6,000 |
HOME DEPOT INC. D... | 320.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC7535 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HOME DEPOT INC. DL-,05 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 320.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-06-02 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.36 |
|---|---|
| Intrinsic value: | 1.13 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.18 |
| Parity: | 1.13 |
| Time value: | 3.98 |
| Break-even: | 371.10 |
| Moneyness: | 1.04 |
| Premium: | 0.12 |
| Premium p.a.: | 0.35 |
| Spread abs.: | 0.02 |
| Spread %: | 0.39% |
| Delta: | 0.62 |
| Theta: | -0.17 |
| Omega: | 4.03 |
| Rho: | 0.59 |
Quote data
| Open: | 5.060 |
|---|---|
| High: | 5.210 |
| Low: | 4.990 |
| Previous Close: | 5.230 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.27% | ||
|---|---|---|---|
| 1 Month | -8.93% | ||
| 3 Months | +65.05% | ||
| YTD | +3.03% | ||
| 1 Year | +10.15% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.470 | 5.100 |
|---|---|---|
| 1M High / 1M Low: | 5.600 | 3.730 |
| 6M High / 6M Low: | 8.120 | 2.520 |
| High (YTD): | 2024-03-21 | 8.120 |
| Low (YTD): | 2024-05-27 | 2.520 |
| 52W High: | 2024-03-21 | 8.120 |
| 52W Low: | 2023-10-27 | 1.740 |
| Avg. price 1W: | 5.300 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.762 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.595 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.317 | |
| Avg. volume 1Y: | .266 | |
| Volatility 1M: | 122.84% | |
| Volatility 6M: | 116.06% | |
| Volatility 1Y: | 104.58% | |
| Volatility 3Y: | - |
