UniCredit Call 300 HDI 15.01.2025
/ DE000HC3L415
UniCredit Call 300 HDI 15.01.2025/ DE000HC3L415 /
26/06/2024 19:37:26 |
Chg.-0.620 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
4.960EUR |
-11.11% |
- Bid Size: - |
- Ask Size: - |
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: |
6.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.93 |
Intrinsic value: |
1.59 |
Implied volatility: |
0.41 |
Historic volatility: |
0.18 |
Parity: |
1.59 |
Time value: |
3.29 |
Break-even: |
348.80 |
Moneyness: |
1.05 |
Premium: |
0.10 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.15 |
Spread %: |
3.17% |
Delta: |
0.65 |
Theta: |
-0.10 |
Omega: |
4.21 |
Rho: |
0.87 |
Quote data
Open: |
4.740 |
High: |
4.960 |
Low: |
4.580 |
Previous Close: |
5.580 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-15.36% |
1 Month |
|
|
+38.16% |
3 Months |
|
|
-44.08% |
YTD |
|
|
-19.74% |
1 Year |
|
|
+1.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.060 |
4.960 |
1M High / 1M Low: |
6.060 |
3.590 |
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: |
|
5.656 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.807 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.288 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.421 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
102.13% |
Volatility 6M: |
|
81.36% |
Volatility 1Y: |
|
84.09% |
Volatility 3Y: |
|
- |