UniCredit Call 300 HDI 15.01.2025
/ DE000HC3L415
UniCredit Call 300 HDI 15.01.2025/ DE000HC3L415 /
28/06/2024 19:40:20 |
Chg.+0.180 |
Bid21:59:33 |
Ask21:59:33 |
Underlying |
Strike price |
Expiration date |
Option type |
5.190EUR |
+3.59% |
5.230 Bid Size: 6,000 |
5.250 Ask Size: 6,000 |
HOME DEPOT INC. D... |
300.00 - |
15/01/2025 |
Call |
Master data
WKN: |
HC3L41 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
HOME DEPOT INC. DL-,05 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 - |
Maturity: |
15/01/2025 |
Issue date: |
27/01/2023 |
Last trading day: |
14/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.31 |
Intrinsic value: |
2.13 |
Implied volatility: |
0.41 |
Historic volatility: |
0.18 |
Parity: |
2.13 |
Time value: |
3.12 |
Break-even: |
352.50 |
Moneyness: |
1.07 |
Premium: |
0.10 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.02 |
Spread %: |
0.38% |
Delta: |
0.67 |
Theta: |
-0.11 |
Omega: |
4.11 |
Rho: |
0.89 |
Quote data
Open: |
4.960 |
High: |
5.200 |
Low: |
4.960 |
Previous Close: |
5.010 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-14.36% |
1 Month |
|
|
+23.57% |
3 Months |
|
|
-41.36% |
YTD |
|
|
-16.02% |
1 Year |
|
|
+13.07% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.820 |
4.960 |
1M High / 1M Low: |
6.060 |
3.960 |
6M High / 6M Low: |
9.650 |
3.590 |
High (YTD): |
21/03/2024 |
9.650 |
Low (YTD): |
27/05/2024 |
3.590 |
52W High: |
21/03/2024 |
9.650 |
52W Low: |
27/10/2023 |
2.430 |
Avg. price 1W: |
|
5.312 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.971 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.271 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.428 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
91.77% |
Volatility 6M: |
|
82.08% |
Volatility 1Y: |
|
83.84% |
Volatility 3Y: |
|
- |