UC WAR. CALL 01/25 HDI/ DE000HC3L415 /
| 2024-09-23 9:40:53 PM | Chg.+0.080 | Bid9:59:43 PM | Ask9:59:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.570EUR | +0.94% | 8.620 Bid Size: 4,000 |
8.640 Ask Size: 4,000 |
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: | 4.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.32 |
|---|---|
| Intrinsic value: | 4.94 |
| Implied volatility: | 0.76 |
| Historic volatility: | 0.18 |
| Parity: | 4.94 |
| Time value: | 3.49 |
| Break-even: | 384.30 |
| Moneyness: | 1.16 |
| Premium: | 0.10 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.02 |
| Spread %: | 0.24% |
| Delta: | 0.72 |
| Theta: | -0.23 |
| Omega: | 3.00 |
| Rho: | 0.53 |
Quote data
| Open: | 8.380 |
|---|---|
| High: | 8.570 |
| Low: | 8.380 |
| Previous Close: | 8.490 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.44% | ||
|---|---|---|---|
| 1 Month | +21.05% | ||
| 3 Months | +40.95% | ||
| YTD | +38.45% | ||
| 1 Year | +108.01% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 8.490 | 7.760 |
|---|---|---|
| 1M High / 1M Low: | 8.490 | 6.100 |
| 6M High / 6M Low: | 8.940 | 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: | 8.100 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.090 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.786 | |
| Avg. volume 6M: | .693 | |
| Avg. price 1Y: | 5.670 | |
| Avg. volume 1Y: | .346 | |
| Volatility 1M: | 57.24% | |
| Volatility 6M: | 99.01% | |
| Volatility 1Y: | 90.52% | |
| Volatility 3Y: | - |
