UC WAR. CALL 09/24 HDI/ DE000HD545D7 /
8/20/2024 11:41:47 AM | Chg.- | Bid12:04:31 PM | Ask8/20/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.9700EUR | - | 1.9700 Bid Size: 4,000 |
- Ask Size: 3,000 |
HOME DEPOT INC. D... | 340.00 - | 9/18/2024 | Call |
Master data
WKN: | HD545D |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | HOME DEPOT INC. DL-,05 |
Type: | Warrant |
Option type: | Call |
Strike price: | 340.00 - |
Maturity: | 9/18/2024 |
Issue date: | 4/29/2024 |
Last trading day: | 8/20/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 16.08 |
Leverage: | Yes |
Calculated values
Fair value: | 0.24 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.80 |
Historic volatility: | 0.18 |
Parity: | -0.87 |
Time value: | 2.06 |
Break-even: | 360.60 |
Moneyness: | 0.97 |
Premium: | 0.09 |
Premium p.a.: | 4.10 |
Spread abs.: | -0.49 |
Spread %: | -19.22% |
Delta: | 0.48 |
Theta: | -0.65 |
Omega: | 7.78 |
Rho: | 0.07 |
Quote data
Open: | 2.1700 |
---|---|
High: | 2.2000 |
Low: | 1.9700 |
Previous Close: | 2.2600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -29.39% | ||
3 Months | +72.81% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 3.2500 | 1.4900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 2.1694 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 246.63% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |