UniCredit Call 300 HDI 18.12.2024
/ DE000HC3L3W7
UniCredit Call 300 HDI 18.12.2024/ DE000HC3L3W7 /
7/26/2024 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 - |
12/18/2024 |
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: |
12/18/2024 |
Issue date: |
1/27/2023 |
Last trading day: |
12/17/2024 |
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: |
5.70 |
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): |
3/21/2024 |
9.61 |
Low (YTD): |
5/28/2024 |
3.44 |
52W High: |
3/21/2024 |
9.61 |
52W Low: |
10/27/2023 |
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: |
|
- |