UC WAR. CALL 12/24 HDI/ DE000HC6UYS5 /
2024-07-26 1:41:18 PM | Chg.-0.0200 | Bid2024-07-26 | Ask2024-07-26 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.4300EUR | -0.45% | 4.4300 Bid Size: 4,000 |
4.4900 Ask Size: 4,000 |
HOME DEPOT INC. D... | 320.00 - | 2024-12-18 | Call |
Master data
WKN: | HC6UYS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | HOME DEPOT INC. DL-,05 |
Type: | Warrant |
Option type: | Call |
Strike price: | 320.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-05-19 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.57 |
Leverage: | Yes |
Calculated values
Fair value: | 1.99 |
---|---|
Intrinsic value: | 0.56 |
Implied volatility: | 0.47 |
Historic volatility: | 0.18 |
Parity: | 0.56 |
Time value: | 3.74 |
Break-even: | 363.00 |
Moneyness: | 1.02 |
Premium: | 0.11 |
Premium p.a.: | 0.32 |
Spread abs.: | 0.02 |
Spread %: | 0.47% |
Delta: | 0.60 |
Theta: | -0.14 |
Omega: | 4.55 |
Rho: | 0.61 |
Quote data
Open: | 4.4000 |
---|---|
High: | 4.4300 |
Low: | 4.4000 |
Previous Close: | 4.4500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.32% | ||
---|---|---|---|
1 Month | +24.79% | ||
3 Months | +29.15% | ||
YTD | -7.90% | ||
1 Year | +0.68% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.9400 | 4.1400 |
---|---|---|
1M High / 1M Low: | 5.6300 | 2.9200 |
6M High / 6M Low: | 8.0300 | 2.3700 |
High (YTD): | 2024-03-21 | 8.0300 |
Low (YTD): | 2024-05-27 | 2.3700 |
52W High: | 2024-03-21 | 8.0300 |
52W Low: | 2023-10-27 | 1.6200 |
Avg. price 1W: | 4.6340 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.0264 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 4.6582 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 4.1587 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 148.30% | |
Volatility 6M: | 114.52% | |
Volatility 1Y: | 103.94% | |
Volatility 3Y: | - |