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UniCredit Call 300 HDI 18.12.2024/  DE000HC3L3W7  /

Frankfurt Zert./HVB
26/07/2024  12:52:38 Chg.-0.050 Bid13:47:32 Ask13:47:32 Underlying Strike price Expiration date Option type
5.870EUR -0.84% 5.900
Bid Size: 4,000		 5.960
Ask Size: 4,000		 HOME DEPOT INC. D... 300.00 - 18/12/2024 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: 18/12/2024
Issue date: 27/01/2023
Last trading day: 17/12/2024
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: 5.700
High: 5.870
Low: 5.700
Previous Close: 5.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.12%
1 Month  
+21.03%
3 Months  
+26.51%
YTD
  -2.98%
1 Year  
+7.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.330 5.750
1M High / 1M Low: 7.280 4.080
6M High / 6M Low: 9.440 3.460
High (YTD): 22/03/2024 9.440
Low (YTD): 27/05/2024 3.460
52W High: 22/03/2024 9.440
52W Low: 27/10/2023 2.310
Avg. price 1W:   6.130
Avg. volume 1W:   0.000
Avg. price 1M:   5.444
Avg. volume 1M:   0.000
Avg. price 6M:   6.037
Avg. volume 6M:   0.000
Avg. price 1Y:   5.371
Avg. volume 1Y:   0.000
Volatility 1M:   130.74%
Volatility 6M:   96.18%
Volatility 1Y:   91.88%
Volatility 3Y:   -