UC WAR. PUT 12/24 HDI/ DE000HC3L407 /
25/07/2024 21:40:59 | Chg.-0.0200 | Bid21:55:30 | Ask21:55:30 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5200EUR | -3.70% | - Bid Size: 15,000 |
- Ask Size: 15,000 |
HOME DEPOT INC. D... | 300.00 - | 18/12/2024 | Put |
Master data
WKN: | HC3L40 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | HOME DEPOT INC. DL-,05 |
Type: | Warrant |
Option type: | Put |
Strike price: | 300.00 - |
Maturity: | 18/12/2024 |
Issue date: | 27/01/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -55.73 |
Leverage: | Yes |
Calculated values
Fair value: | 0.43 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.18 |
Parity: | -2.32 |
Time value: | 0.58 |
Break-even: | 294.20 |
Moneyness: | 0.93 |
Premium: | 0.09 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.02 |
Spread %: | 3.57% |
Delta: | -0.23 |
Theta: | -0.04 |
Omega: | -12.56 |
Rho: | -0.31 |
Quote data
Open: | 0.5400 |
---|---|
High: | 0.5600 |
Low: | 0.5200 |
Previous Close: | 0.5400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +40.54% | ||
---|---|---|---|
1 Month | -30.67% | ||
3 Months | -55.17% | ||
YTD | -56.67% | ||
1 Year | -74.00% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5400 | 0.3700 |
---|---|---|
1M High / 1M Low: | 0.8000 | 0.3000 |
6M High / 6M Low: | 1.2400 | 0.3000 |
High (YTD): | 03/01/2024 | 1.3700 |
Low (YTD): | 17/07/2024 | 0.3000 |
52W High: | 27/10/2023 | 3.8000 |
52W Low: | 17/07/2024 | 0.3000 |
Avg. price 1W: | 0.4200 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5855 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7820 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.4275 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 229.37% | |
Volatility 6M: | 166.23% | |
Volatility 1Y: | 132.62% | |
Volatility 3Y: | - |