UniCredit Call 300 HDI 15.01.2025
/ DE000HC3L415
UniCredit Call 300 HDI 15.01.2025/ DE000HC3L415 /
2024-07-26 8:58:33 AM |
Chg.-0.23 |
Bid9:30:48 AM |
Ask9:30:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
5.80EUR |
-3.81% |
5.86 Bid Size: 2,000 |
5.95 Ask Size: 2,000 |
HOME DEPOT INC. D... |
300.00 - |
2025-01-15 |
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: |
2025-01-15 |
Issue date: |
2023-01-27 |
Last trading day: |
2025-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.34 |
Intrinsic value: |
2.32 |
Implied volatility: |
0.47 |
Historic volatility: |
0.18 |
Parity: |
2.32 |
Time value: |
3.23 |
Break-even: |
355.50 |
Moneyness: |
1.08 |
Premium: |
0.10 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
0.36% |
Delta: |
0.67 |
Theta: |
-0.12 |
Omega: |
3.91 |
Rho: |
0.77 |
Quote data
Open: |
5.80 |
High: |
5.80 |
Low: |
5.80 |
Previous Close: |
6.03 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.77% |
1 Month |
|
|
+16.23% |
3 Months |
|
|
+20.58% |
YTD |
|
|
-6.00% |
1 Year |
|
|
+3.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.51 |
5.72 |
1M High / 1M Low: |
7.34 |
4.18 |
6M High / 6M Low: |
9.68 |
3.57 |
High (YTD): |
2024-03-21 |
9.68 |
Low (YTD): |
2024-05-28 |
3.57 |
52W High: |
2024-03-21 |
9.68 |
52W Low: |
2023-10-27 |
2.42 |
Avg. price 1W: |
|
6.24 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.54 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.15 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.49 |
Avg. volume 1Y: |
|
5.86 |
Volatility 1M: |
|
125.42% |
Volatility 6M: |
|
95.03% |
Volatility 1Y: |
|
89.07% |
Volatility 3Y: |
|
- |