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UniCredit Call 320 HDI 15.01.2025/  DE000HC75356  /

Frankfurt Zert./HVB
2024-07-12  7:36:36 PM Chg.+0.760 Bid9:59:41 PM Ask9:59:41 PM Underlying Strike price Expiration date Option type
4.980EUR +18.01% 4.750
Bid Size: 6,000		 4.770
Ask Size: 6,000		 HOME DEPOT INC. D... 320.00 - 2025-01-15 Call
 

Master data

WKN: HC7535
Issuer: UniCredit
Currency: EUR
Underlying: HOME DEPOT INC. DL-,05
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 2025-01-15
Issue date: 2023-06-02
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.43
Leverage: Yes

Calculated values

Fair value: 2.20
Intrinsic value: 0.54
Implied volatility: 0.42
Historic volatility: 0.17
Parity: 0.54
Time value: 3.84
Break-even: 363.80
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 0.46%
Delta: 0.61
Theta: -0.12
Omega: 4.49
Rho: 0.78
 

Quote data

Open: 4.320
High: 4.980
Low: 4.320
Previous Close: 4.220
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+61.17%
1 Month  
+30.37%
3 Months  
+15.55%
YTD  
+0.81%
1 Year  
+22.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.220 3.090
1M High / 1M Low: 4.600 3.000
6M High / 6M Low: 8.160 2.500
High (YTD): 2024-03-21 8.160
Low (YTD): 2024-05-27 2.500
52W High: 2024-03-21 8.160
52W Low: 2023-10-27 1.780
Avg. price 1W:   3.502
Avg. volume 1W:   0.000
Avg. price 1M:   3.780
Avg. volume 1M:   0.000
Avg. price 6M:   4.813
Avg. volume 6M:   0.000
Avg. price 1Y:   4.249
Avg. volume 1Y:   0.000
Volatility 1M:   143.20%
Volatility 6M:   106.08%
Volatility 1Y:   99.93%
Volatility 3Y:   -