UC WAR. CALL 01/25 HDI/ DE000HC79Q72 /
2024-08-30 9:41:46 PM | Chg.-0.0500 | Bid9:58:47 PM | Ask9:58:47 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4700EUR | -9.62% | 0.4900 Bid Size: 15,000 |
0.5100 Ask Size: 15,000 |
HOME DEPOT INC. D... | 420.00 - | 2025-01-15 | Call |
Master data
WKN: | HC79Q7 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | HOME DEPOT INC. DL-,05 |
Type: | Warrant |
Option type: | Call |
Strike price: | 420.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-06-09 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 64.96 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.18 |
Parity: | -8.87 |
Time value: | 0.51 |
Break-even: | 425.10 |
Moneyness: | 0.79 |
Premium: | 0.28 |
Premium p.a.: | 0.93 |
Spread abs.: | 0.02 |
Spread %: | 4.08% |
Delta: | 0.16 |
Theta: | -0.06 |
Omega: | 10.27 |
Rho: | 0.18 |
Quote data
Open: | 0.4300 |
---|---|
High: | 0.5100 |
Low: | 0.4300 |
Previous Close: | 0.5200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -22.95% | ||
---|---|---|---|
1 Month | -45.98% | ||
3 Months | +67.86% | ||
YTD | -56.07% | ||
1 Year | -60.50% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6000 | 0.4700 |
---|---|---|
1M High / 1M Low: | 0.8700 | 0.3700 |
6M High / 6M Low: | 2.2600 | 0.2400 |
High (YTD): | 2024-03-21 | 2.2600 |
Low (YTD): | 2024-06-07 | 0.2400 |
52W High: | 2024-03-21 | 2.2600 |
52W Low: | 2024-06-07 | 0.2400 |
Avg. price 1W: | 0.5440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5443 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7131 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.7749 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 208.61% | |
Volatility 6M: | 203.16% | |
Volatility 1Y: | 175.22% | |
Volatility 3Y: | - |