UC WAR. CALL 03/25 HDI/ DE000HD545E5 /
30/08/2024 21:41:20 | Chg.-0.0700 | Bid21:59:56 | Ask21:59:56 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.0400EUR | -3.32% | 2.0800 Bid Size: 10,000 |
2.1000 Ask Size: 10,000 |
HOME DEPOT INC. D... | 380.00 - | 19/03/2025 | Call |
Master data
WKN: | HD545E |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | HOME DEPOT INC. DL-,05 |
Type: | Warrant |
Option type: | Call |
Strike price: | 380.00 - |
Maturity: | 19/03/2025 |
Issue date: | 29/04/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 15.81 |
Leverage: | Yes |
Calculated values
Fair value: | 0.56 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.18 |
Parity: | -4.64 |
Time value: | 2.11 |
Break-even: | 401.10 |
Moneyness: | 0.88 |
Premium: | 0.20 |
Premium p.a.: | 0.40 |
Spread abs.: | 0.02 |
Spread %: | 0.96% |
Delta: | 0.39 |
Theta: | -0.10 |
Omega: | 6.15 |
Rho: | 0.60 |
Quote data
Open: | 1.9900 |
---|---|
High: | 2.1200 |
Low: | 1.9800 |
Previous Close: | 2.1100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.69% | ||
---|---|---|---|
1 Month | -19.69% | ||
3 Months | +82.14% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.2800 | 2.0400 |
---|---|---|
1M High / 1M Low: | 2.5400 | 1.5000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.1700 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.9804 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 156.27% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |