UniCredit Call 320 HDI 15.01.2025
/ DE000HC75356
UniCredit Call 320 HDI 15.01.2025/ DE000HC75356 /
| 12/07/2024 20:23:12 |
Chg.+0.72 |
Bid21:26:52 |
Ask21:26:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.02EUR |
+16.74% |
4.97
Bid Size: 6,000 |
4.99
Ask Size: 6,000 |
HOME DEPOT INC. D... |
320.00 - |
15/01/2025 |
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: |
15/01/2025 |
| Issue date: |
02/06/2023 |
| Last trading day: |
14/01/2025 |
| 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: |
4.31 |
| High: |
5.02 |
| Low: |
4.31 |
| Previous Close: |
4.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.37% |
| 1 Month |
|
|
+30.39% |
| 3 Months |
|
|
+16.20% |
| YTD |
|
|
+1.62% |
| 1 Year |
|
|
+22.74% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.30 |
3.15 |
| 1M High / 1M Low: |
4.61 |
3.00 |
| 6M High / 6M Low: |
8.10 |
2.45 |
| High (YTD): |
21/03/2024 |
8.10 |
| Low (YTD): |
28/05/2024 |
2.45 |
| 52W High: |
21/03/2024 |
8.10 |
| 52W Low: |
27/10/2023 |
1.76 |
| Avg. price 1W: |
|
3.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.25 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
142.42% |
| Volatility 6M: |
|
105.56% |
| Volatility 1Y: |
|
99.08% |
| Volatility 3Y: |
|
- |
