UC WAR. CALL 12/24 HDI/ DE000HC3L3W7 /
| 2024-08-21 11:40:56 AM | Chg.- | Bid11:51:52 AM | Ask2024-08-21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.460EUR | - | 6.450 Bid Size: 3,000 |
- Ask Size: 3,000 |
HOME DEPOT INC. D... | 300.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC3L3W |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | HOME DEPOT INC. DL-,05 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-01-27 |
| Last trading day: | 2024-08-21 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.21 |
|---|---|
| Intrinsic value: | 4.94 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.18 |
| Parity: | 4.94 |
| Time value: | 1.59 |
| Break-even: | 365.30 |
| Moneyness: | 1.16 |
| Premium: | 0.05 |
| Premium p.a.: | 0.21 |
| Spread abs.: | -0.13 |
| Spread %: | -1.95% |
| Delta: | 0.77 |
| Theta: | -0.18 |
| Omega: | 4.14 |
| Rho: | 0.48 |
Quote data
| Open: | 6.390 |
|---|---|
| High: | 6.460 |
| Low: | 6.390 |
| Previous Close: | 6.440 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +8.03% | ||
| YTD | +6.43% | ||
| 1 Year | +61.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | 8.850 | 3.540 |
| High (YTD): | 2024-03-21 | 9.620 |
| Low (YTD): | 2024-05-27 | 3.540 |
| 52W High: | 2024-03-21 | 9.620 |
| 52W Low: | 2023-10-27 | 2.270 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | 5.413 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 5.427 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | - | |
| Volatility 6M: | 107.44% | |
| Volatility 1Y: | 96.09% | |
| Volatility 3Y: | - |
