UC WAR. CALL 12/24 HDI/ DE000HC6UYS5 /
2024-08-30 9:41:09 PM | Chg.-0.120 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.010EUR | -2.34% | 5.110 Bid Size: 6,000 |
5.130 Ask Size: 6,000 |
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: | 6.61 |
Leverage: | Yes |
Calculated values
Fair value: | 2.16 |
---|---|
Intrinsic value: | 1.13 |
Implied volatility: | 0.60 |
Historic volatility: | 0.18 |
Parity: | 1.13 |
Time value: | 3.88 |
Break-even: | 370.10 |
Moneyness: | 1.04 |
Premium: | 0.12 |
Premium p.a.: | 0.44 |
Spread abs.: | 0.02 |
Spread %: | 0.40% |
Delta: | 0.62 |
Theta: | -0.20 |
Omega: | 4.09 |
Rho: | 0.47 |
Quote data
Open: | 4.960 |
---|---|
High: | 5.140 |
Low: | 4.910 |
Previous Close: | 5.130 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.56% | ||
---|---|---|---|
1 Month | -8.07% | ||
3 Months | +69.83% | ||
YTD | +4.16% | ||
1 Year | +11.58% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.390 | 5.010 |
---|---|---|
1M High / 1M Low: | 5.450 | 3.590 |
6M High / 6M Low: | 8.030 | 2.370 |
High (YTD): | 2024-03-21 | 8.030 |
Low (YTD): | 2024-05-27 | 2.370 |
52W High: | 2024-03-21 | 8.030 |
52W Low: | 2023-10-27 | 1.620 |
Avg. price 1W: | 5.212 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 4.645 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.464 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 4.181 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 127.83% | |
Volatility 6M: | 121.86% | |
Volatility 1Y: | 109.86% | |
Volatility 3Y: | - |