UC WAR. CALL 12/24 HDI/ DE000HC6UYS5 /
| 30/08/2024 21:41:09 | Chg.-0.120 | Bid21:59:45 | Ask21:59:45 | 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 - | 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: | 17/12/2024 |
| 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 | +0.60% | ||
| 3 Months | +78.29% | ||
| YTD | +4.16% | ||
| 1 Year | +10.11% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.420 | 5.130 |
|---|---|---|
| 1M High / 1M Low: | 5.450 | 3.590 |
| 6M High / 6M Low: | 8.030 | 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: | 5.294 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.644 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.460 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 4.180 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 131.44% | |
| Volatility 6M: | 122.29% | |
| Volatility 1Y: | 109.84% | |
| Volatility 3Y: | - |
