UC WAR. CALL 09/24 HDI/ DE000HD83BU6 /
| 2024-08-28 9:41:31 PM | Chg.-0.0300 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0400EUR | -2.80% | 1.0400 Bid Size: 8,000 |
1.0600 Ask Size: 8,000 |
Home Depot Inc | 365.00 USD | 2024-09-18 | Call |
Master data
| WKN: | HD83BU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Home Depot Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 365.00 USD |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-08-20 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 30.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.06 |
|---|---|
| Intrinsic value: | 0.73 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.18 |
| Parity: | 0.73 |
| Time value: | 0.36 |
| Break-even: | 337.46 |
| Moneyness: | 1.02 |
| Premium: | 0.01 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.02 |
| Spread %: | 1.87% |
| Delta: | 0.71 |
| Theta: | -0.15 |
| Omega: | 21.68 |
| Rho: | 0.13 |
Quote data
| Open: | 0.9800 |
|---|---|
| High: | 1.0800 |
| Low: | 0.9800 |
| Previous Close: | 1.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.97% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2100 | 0.7600 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
