UC WAR. CALL 12/24 HDI/ DE000HC3L3W7 /
| 2024-07-26 11:42:03 AM | Chg.-0.070 | Bid1:09:47 PM | Ask1:09:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.850EUR | -1.18% | 5.890 Bid Size: 4,000 |
5.950 Ask Size: 4,000 |
HOME DEPOT INC. D... | 300.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC3L3W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HOME DEPOT INC. DL-,05 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-27 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.36 |
|---|---|
| Intrinsic value: | 2.56 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.18 |
| Parity: | 2.56 |
| Time value: | 3.18 |
| Break-even: | 357.40 |
| Moneyness: | 1.09 |
| Premium: | 0.10 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.02 |
| Spread %: | 0.35% |
| Delta: | 0.68 |
| Theta: | -0.15 |
| Omega: | 3.83 |
| Rho: | 0.65 |
Quote data
| Open: | 5.850 |
|---|---|
| High: | 5.850 |
| Low: | 5.850 |
| Previous Close: | 5.920 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.00% | ||
|---|---|---|---|
| 1 Month | +18.42% | ||
| 3 Months | +25.00% | ||
| YTD | -3.62% | ||
| 1 Year | +6.75% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.500 | 5.560 |
|---|---|---|
| 1M High / 1M Low: | 7.250 | 4.240 |
| 6M High / 6M Low: | 9.620 | 3.540 |
| High (YTD): | 2024-03-21 | 9.620 |
| Low (YTD): | 2024-05-27 | 3.540 |
| 52W High: | 2024-03-21 | 9.620 |
| 52W Low: | 2023-10-27 | 2.270 |
| Avg. price 1W: | 6.138 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.455 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.049 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.378 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 122.52% | |
| Volatility 6M: | 95.38% | |
| Volatility 1Y: | 89.17% | |
| Volatility 3Y: | - |
