UniCredit Call 300 HDI 18.12.2024/  DE000HC3L3W7  /

EUWAX
7/26/2024  8:17:46 PM Chg.+0.22 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
6.15EUR +3.71% -
Bid Size: -
-
Ask Size: -
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: 5.33
Leverage: Yes

Calculated values

Fair value: 3.83
Intrinsic value: 3.12
Implied volatility: 0.54
Historic volatility: 0.18
Parity: 3.12
Time value: 3.09
Break-even: 362.10
Moneyness: 1.10
Premium: 0.09
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 0.32%
Delta: 0.69
Theta: -0.15
Omega: 3.69
Rho: 0.66
 

Quote data

Open: 5.70
High: 6.28
Low: 5.70
Previous Close: 5.93
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.06%
1 Month  
+30.85%
3 Months  
+31.41%
YTD  
+1.65%
1 Year  
+8.27%
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:   6.10
Avg. volume 1W:   0.00
Avg. price 1M:   5.51
Avg. volume 1M:   0.00
Avg. price 6M:   6.05
Avg. volume 6M:   0.00
Avg. price 1Y:   5.38
Avg. volume 1Y:   0.00
Volatility 1M:   128.61%
Volatility 6M:   98.31%
Volatility 1Y:   92.45%
Volatility 3Y:   -