UniCredit Call 300 HDI 15.01.2025
/ DE000HC3L415
UniCredit Call 300 HDI 15.01.2025/ DE000HC3L415 /
| 17/07/2024 16:53:23 |
Chg.+0.06 |
Bid17:15:50 |
Ask17:15:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.95EUR |
+0.87% |
7.15
Bid Size: 6,000 |
7.17
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: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.64 |
| Intrinsic value: |
3.86 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.18 |
| Parity: |
3.86 |
| Time value: |
3.15 |
| Break-even: |
370.10 |
| Moneyness: |
1.13 |
| Premium: |
0.09 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
0.29% |
| Delta: |
0.71 |
| Theta: |
-0.13 |
| Omega: |
3.45 |
| Rho: |
0.86 |
Quote data
| Open: |
6.84 |
| High: |
6.95 |
| Low: |
6.84 |
| Previous Close: |
6.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.26% |
| 1 Month |
|
|
+22.14% |
| 3 Months |
|
|
+41.26% |
| YTD |
|
|
+12.64% |
| 1 Year |
|
|
+44.79% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.89 |
4.92 |
| 1M High / 1M Low: |
6.89 |
4.18 |
| 6M High / 6M Low: |
9.68 |
3.57 |
| High (YTD): |
21/03/2024 |
9.68 |
| Low (YTD): |
28/05/2024 |
3.57 |
| 52W High: |
21/03/2024 |
9.68 |
| 52W Low: |
27/10/2023 |
2.42 |
| Avg. price 1W: |
|
6.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.45 |
| Avg. volume 1Y: |
|
5.86 |
| Volatility 1M: |
|
131.99% |
| Volatility 6M: |
|
93.68% |
| Volatility 1Y: |
|
87.82% |
| Volatility 3Y: |
|
- |
