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UniCredit Call 300 HDI 15.01.2025/  DE000HC3L415  /

Frankfurt Zert./HVB
7/26/2024  7:27:23 PM Chg.+0.270 Bid8:29:33 PM Ask8:29:33 PM Underlying Strike price Expiration date Option type
6.390EUR +4.41% 6.220
Bid Size: 6,000		 6.240
Ask Size: 6,000		 HOME DEPOT INC. D... 300.00 - 1/15/2025 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: 1/15/2025
Issue date: 1/27/2023
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.57
Leverage: Yes

Calculated values

Fair value: 3.51
Intrinsic value: 2.56
Implied volatility: 0.49
Historic volatility: 0.18
Parity: 2.56
Time value: 3.28
Break-even: 358.40
Moneyness: 1.09
Premium: 0.10
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 0.34%
Delta: 0.68
Theta: -0.13
Omega: 3.78
Rho: 0.77
 

Quote data

Open: 5.800
High: 6.400
Low: 5.800
Previous Close: 6.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.16%
1 Month  
+28.83%
3 Months  
+33.96%
YTD  
+3.40%
1 Year  
+14.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.430 5.850
1M High / 1M Low: 7.300 4.200
6M High / 6M Low: 9.650 3.590
High (YTD): 3/21/2024 9.650
Low (YTD): 5/27/2024 3.590
52W High: 3/21/2024 9.650
52W Low: 10/27/2023 2.430
Avg. price 1W:   6.242
Avg. volume 1W:   0.000
Avg. price 1M:   5.543
Avg. volume 1M:   0.000
Avg. price 6M:   6.149
Avg. volume 6M:   0.000
Avg. price 1Y:   5.488
Avg. volume 1Y:   0.000
Volatility 1M:   123.60%
Volatility 6M:   92.83%
Volatility 1Y:   88.39%
Volatility 3Y:   -