UC WAR. CALL 01/25 HDI/ DE000HD83BW2 /
2024-10-04 9:41:43 PM | Chg.-0.2400 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.0400EUR | -7.32% | 3.1100 Bid Size: 4,000 |
3.1800 Ask Size: 4,000 |
Home Depot Inc | 390.00 USD | 2025-01-15 | Call |
Master data
WKN: | HD83BW |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Home Depot Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 390.00 USD |
Maturity: | 2025-01-15 |
Issue date: | 2024-08-20 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 11.74 |
Leverage: | Yes |
Calculated values
Fair value: | 2.61 |
---|---|
Intrinsic value: | 1.67 |
Implied volatility: | 0.26 |
Historic volatility: | 0.18 |
Parity: | 1.67 |
Time value: | 1.50 |
Break-even: | 387.05 |
Moneyness: | 1.05 |
Premium: | 0.04 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.07 |
Spread %: | 2.26% |
Delta: | 0.68 |
Theta: | -0.11 |
Omega: | 7.97 |
Rho: | 0.62 |
Quote data
Open: | 3.2700 |
---|---|
High: | 3.3900 |
Low: | 2.9100 |
Previous Close: | 3.2800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +23.08% | ||
---|---|---|---|
1 Month | +213.40% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.2800 | 2.7500 |
---|---|---|
1M High / 1M Low: | 3.2800 | 0.9700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.0880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0309 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 116.69% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |