UC WAR. CALL 01/25 HDI/ DE000HC75356 /
| 7/12/2024 3:40:45 PM | Chg.+0.1800 | Bid4:48:01 PM | Ask4:48:01 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.4600EUR | +4.21% | 4.8500 Bid Size: 6,000 |
4.8700 Ask Size: 6,000 |
HOME DEPOT INC. D... | 320.00 - | 1/15/2025 | 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: | 1/15/2025 |
| Issue date: | 6/2/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.20 |
|---|---|
| Intrinsic value: | 0.54 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.17 |
| Parity: | 0.54 |
| Time value: | 3.84 |
| Break-even: | 363.80 |
| Moneyness: | 1.02 |
| Premium: | 0.12 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.02 |
| Spread %: | 0.46% |
| Delta: | 0.61 |
| Theta: | -0.12 |
| Omega: | 4.49 |
| Rho: | 0.78 |
Quote data
| Open: | 4.3200 |
|---|---|
| High: | 4.4600 |
| Low: | 4.3200 |
| Previous Close: | 4.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +41.14% | ||
|---|---|---|---|
| 1 Month | +16.75% | ||
| 3 Months | +4.21% | ||
| YTD | -9.90% | ||
| 1 Year | +11.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.2800 | 3.1600 |
|---|---|---|
| 1M High / 1M Low: | 4.6200 | 3.0700 |
| 6M High / 6M Low: | 8.1200 | 2.5200 |
| High (YTD): | 3/21/2024 | 8.1200 |
| Low (YTD): | 5/27/2024 | 2.5200 |
| 52W High: | 3/21/2024 | 8.1200 |
| 52W Low: | 10/27/2023 | 1.7400 |
| Avg. price 1W: | 3.5440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.8159 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.8264 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 4.2574 | |
| Avg. volume 1Y: | .2656 | |
| Volatility 1M: | 139.39% | |
| Volatility 6M: | 103.32% | |
| Volatility 1Y: | 95.37% | |
| Volatility 3Y: | - |
