UC WAR. CALL 12/24 HDI/ DE000HC6UYS5 /
| 20/09/2024 11:41:43 | Chg.- | Bid13:12:26 | Ask20/09/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.680EUR | - | 6.660 Bid Size: 3,000 |
- Ask Size: 3,000 |
HOME DEPOT INC. D... | 320.00 - | 18/12/2024 | 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: | 18/12/2024 |
| Issue date: | 19/05/2023 |
| Last trading day: | 20/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.45 |
|---|---|
| Intrinsic value: | 5.21 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.18 |
| Parity: | 5.21 |
| Time value: | 1.53 |
| Break-even: | 387.40 |
| Moneyness: | 1.16 |
| Premium: | 0.04 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.06 |
| Spread %: | 0.90% |
| Delta: | 0.78 |
| Theta: | -0.20 |
| Omega: | 4.29 |
| Rho: | 0.45 |
Quote data
| Open: | 6.640 |
|---|---|
| High: | 6.690 |
| Low: | 6.640 |
| Previous Close: | 6.700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +49.11% | ||
| 3 Months | +121.19% | ||
| YTD | +38.88% | ||
| 1 Year | +185.47% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 6.700 | 4.480 |
| 6M High / 6M Low: | 6.700 | 2.370 |
| High (YTD): | 21/03/2024 | 8.030 |
| Low (YTD): | 27/05/2024 | 2.370 |
| 52W High: | 21/03/2024 | 8.030 |
| 52W Low: | 27/10/2023 | 1.620 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 5.631 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.145 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.318 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 62.60% | |
| Volatility 6M: | 122.48% | |
| Volatility 1Y: | 110.97% | |
| Volatility 3Y: | - |
