UC WAR. CALL 12/24 HDI/ DE000HC3SLL8 /
30/08/2024 21:41:47 | Chg.-0.1000 | Bid21:59:58 | Ask21:59:58 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.8700EUR | -3.37% | 2.9200 Bid Size: 8,000 |
2.9400 Ask Size: 8,000 |
HOME DEPOT INC. D... | 350.00 - | 18/12/2024 | Call |
Master data
WKN: | HC3SLL |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | HOME DEPOT INC. DL-,05 |
Type: | Warrant |
Option type: | Call |
Strike price: | 350.00 - |
Maturity: | 18/12/2024 |
Issue date: | 03/02/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 11.46 |
Leverage: | Yes |
Calculated values
Fair value: | 0.73 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.49 |
Historic volatility: | 0.18 |
Parity: | -1.87 |
Time value: | 2.89 |
Break-even: | 378.90 |
Moneyness: | 0.95 |
Premium: | 0.14 |
Premium p.a.: | 0.56 |
Spread abs.: | 0.02 |
Spread %: | 0.70% |
Delta: | 0.49 |
Theta: | -0.17 |
Omega: | 5.58 |
Rho: | 0.40 |
Quote data
Open: | 2.8400 |
---|---|
High: | 2.9800 |
Low: | 2.7900 |
Previous Close: | 2.9700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.96% | ||
---|---|---|---|
1 Month | -16.08% | ||
3 Months | +88.82% | ||
YTD | -10.31% | ||
1 Year | -5.90% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.2300 | 2.8700 |
---|---|---|
1M High / 1M Low: | 3.4200 | 1.9800 |
6M High / 6M Low: | 5.8300 | 1.2000 |
High (YTD): | 21/03/2024 | 5.8300 |
Low (YTD): | 27/05/2024 | 1.2000 |
52W High: | 21/03/2024 | 5.8300 |
52W Low: | 27/10/2023 | 0.9300 |
Avg. price 1W: | 3.0620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.7143 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.7191 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.6210 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 160.30% | |
Volatility 6M: | 154.14% | |
Volatility 1Y: | 135.39% | |
Volatility 3Y: | - |