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UniCredit Call 320 HDI 15.01.2025/  DE000HC75356  /

Frankfurt Zert./HVB
9/13/2024  7:39:05 PM Chg.+0.620 Bid9:59:16 PM Ask9:59:16 PM Underlying Strike price Expiration date Option type
6.170EUR +11.17% 6.060
Bid Size: 6,000		 6.070
Ask Size: 6,000		 HOME DEPOT INC. D... 320.00 - 1/15/2025 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: 1/15/2025
Issue date: 6/2/2023
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.66
Leverage: Yes

Calculated values

Fair value: 3.12
Intrinsic value: 2.31
Implied volatility: 0.61
Historic volatility: 0.18
Parity: 2.31
Time value: 3.75
Break-even: 380.60
Moneyness: 1.07
Premium: 0.11
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 0.17%
Delta: 0.66
Theta: -0.20
Omega: 3.72
Rho: 0.56
 

Quote data

Open: 5.550
High: 6.170
Low: 5.550
Previous Close: 5.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+31.56%
1 Month  
+37.72%
3 Months  
+55.81%
YTD  
+24.90%
1 Year  
+38.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.170 4.870
1M High / 1M Low: 6.170 4.480
6M High / 6M Low: 8.160 2.500
High (YTD): 3/21/2024 8.160
Low (YTD): 5/27/2024 2.500
52W High: 3/21/2024 8.160
52W Low: 10/27/2023 1.780
Avg. price 1W:   5.386
Avg. volume 1W:   0.000
Avg. price 1M:   5.057
Avg. volume 1M:   0.000
Avg. price 6M:   4.454
Avg. volume 6M:   0.000
Avg. price 1Y:   4.330
Avg. volume 1Y:   0.000
Volatility 1M:   85.00%
Volatility 6M:   119.26%
Volatility 1Y:   108.75%
Volatility 3Y:   -