UC WAR. CALL 09/24 HDI/ DE000HD788P7 /
2024-08-28 9:40:22 PM | Chg.-0.0200 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7600EUR | -2.56% | 0.7600 Bid Size: 10,000 |
0.7800 Ask Size: 10,000 |
Home Depot Inc | 370.00 USD | 2024-09-18 | Call |
Master data
WKN: | HD788P |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Home Depot Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 370.00 USD |
Maturity: | 2024-09-18 |
Issue date: | 2024-07-22 |
Last trading day: | 2024-09-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 41.74 |
Leverage: | Yes |
Calculated values
Fair value: | 0.77 |
---|---|
Intrinsic value: | 0.28 |
Implied volatility: | 0.19 |
Historic volatility: | 0.18 |
Parity: | 0.28 |
Time value: | 0.52 |
Break-even: | 339.04 |
Moneyness: | 1.01 |
Premium: | 0.02 |
Premium p.a.: | 0.31 |
Spread abs.: | 0.02 |
Spread %: | 2.56% |
Delta: | 0.60 |
Theta: | -0.16 |
Omega: | 25.06 |
Rho: | 0.11 |
Quote data
Open: | 0.6900 |
---|---|
High: | 0.7900 |
Low: | 0.6900 |
Previous Close: | 0.7800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +1.33% | ||
---|---|---|---|
1 Month | -24.75% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9100 | 0.5600 |
---|---|---|
1M High / 1M Low: | 1.3800 | 0.3200 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7760 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7336 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 401.60% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |