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: | - |