UniCredit Call 300 HDI 18.12.2024
/ DE000HC3L3W7
UniCredit Call 300 HDI 18.12.2024/ DE000HC3L3W7 /
| 2024-07-26 1:08:37 PM |
Chg.-0.04 |
Bid2:49:26 PM |
Ask2:49:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.89EUR |
-0.67% |
5.93
Bid Size: 4,000 |
5.99
Ask Size: 4,000 |
HOME DEPOT INC. D... |
300.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC3L3W |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
HOME DEPOT INC. DL-,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-01-27 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.36 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.18 |
| Parity: |
2.56 |
| Time value: |
3.18 |
| Break-even: |
357.40 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
0.68 |
| Theta: |
-0.15 |
| Omega: |
3.83 |
| Rho: |
0.65 |
Quote data
| Open: |
5.70 |
| High: |
5.89 |
| Low: |
5.70 |
| Previous Close: |
5.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.11% |
| 1 Month |
|
|
+20.70% |
| 3 Months |
|
|
+25.85% |
| YTD |
|
|
-2.64% |
| 1 Year |
|
|
+7.48% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.43 |
5.63 |
| 1M High / 1M Low: |
7.28 |
4.06 |
| 6M High / 6M Low: |
9.61 |
3.44 |
| High (YTD): |
2024-03-21 |
9.61 |
| Low (YTD): |
2024-05-28 |
3.44 |
| 52W High: |
2024-03-21 |
9.61 |
| 52W Low: |
2023-10-27 |
2.29 |
| Avg. price 1W: |
|
6.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
129.62% |
| Volatility 6M: |
|
98.22% |
| Volatility 1Y: |
|
92.45% |
| Volatility 3Y: |
|
- |
