UC WAR. CALL 06/25 HDI/ DE000HC7N5U0 /
2024-08-30 9:41:38 PM | Chg.-0.110 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
7.290EUR | -1.49% | 7.380 Bid Size: 6,000 |
7.410 Ask Size: 6,000 |
HOME DEPOT INC. D... | 300.00 - | 2025-06-18 | Call |
Master data
WKN: | HC7N5U |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | HOME DEPOT INC. DL-,05 |
Type: | Warrant |
Option type: | Call |
Strike price: | 300.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2023-06-23 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 4.54 |
Leverage: | Yes |
Calculated values
Fair value: | 4.60 |
---|---|
Intrinsic value: | 3.13 |
Implied volatility: | 0.46 |
Historic volatility: | 0.18 |
Parity: | 3.13 |
Time value: | 4.16 |
Break-even: | 372.90 |
Moneyness: | 1.10 |
Premium: | 0.13 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.03 |
Spread %: | 0.41% |
Delta: | 0.70 |
Theta: | -0.10 |
Omega: | 3.17 |
Rho: | 1.27 |
Quote data
Open: | 7.200 |
---|---|
High: | 7.390 |
Low: | 7.180 |
Previous Close: | 7.400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.46% | ||
---|---|---|---|
1 Month | -5.94% | ||
3 Months | +44.36% | ||
YTD | +8.32% | ||
1 Year | +15.90% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 7.610 | 7.290 |
---|---|---|
1M High / 1M Low: | 7.750 | 5.820 |
6M High / 6M Low: | 10.250 | 4.520 |
High (YTD): | 2024-03-21 | 10.250 |
Low (YTD): | 2024-05-27 | 4.520 |
52W High: | 2024-03-21 | 10.250 |
52W Low: | 2023-10-27 | 2.950 |
Avg. price 1W: | 7.468 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 6.891 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 6.674 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 6.200 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 91.60% | |
Volatility 6M: | 83.06% | |
Volatility 1Y: | 77.35% | |
Volatility 3Y: | - |