UC WAR. CALL 01/25 HDI/ DE000HC3L415 /
| 2024-06-21 9:41:17 PM | Chg.+0.120 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.080EUR | +2.01% | 6.200 Bid Size: 6,000 |
6.220 Ask Size: 6,000 |
HOME DEPOT INC. D... | 300.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC3L41 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HOME DEPOT INC. DL-,05 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-01-27 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.05 |
|---|---|
| Intrinsic value: | 3.01 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.17 |
| Parity: | 3.01 |
| Time value: | 2.99 |
| Break-even: | 360.00 |
| Moneyness: | 1.10 |
| Premium: | 0.09 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.02 |
| Spread %: | 0.33% |
| Delta: | 0.70 |
| Theta: | -0.10 |
| Omega: | 3.85 |
| Rho: | 0.98 |
Quote data
| Open: | 5.960 |
|---|---|
| High: | 6.100 |
| Low: | 5.950 |
| Previous Close: | 5.960 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.38% | ||
|---|---|---|---|
| 1 Month | +35.41% | ||
| 3 Months | -37.25% | ||
| YTD | -1.78% | ||
| 1 Year | +50.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.050 | 5.410 |
|---|---|---|
| 1M High / 1M Low: | 6.050 | 3.680 |
| 6M High / 6M Low: | 9.690 | 3.680 |
| High (YTD): | 2024-03-21 | 9.690 |
| Low (YTD): | 2024-05-27 | 3.680 |
| 52W High: | 2024-03-21 | 9.690 |
| 52W Low: | 2023-10-27 | 2.400 |
| Avg. price 1W: | 5.836 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.574 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 6.323 | |
| Avg. volume 6M: | .704 | |
| Avg. price 1Y: | 5.405 | |
| Avg. volume 1Y: | .469 | |
| Volatility 1M: | 94.96% | |
| Volatility 6M: | 78.52% | |
| Volatility 1Y: | 79.89% | |
| Volatility 3Y: | - |
