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UniCredit Call 300 HDI 15.01.2025/  DE000HC3L415  /

Frankfurt Zert./HVB
2024-06-21  7:29:14 PM Chg.+0.200 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
6.060EUR +3.41% 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: 5.930
High: 6.110
Low: 5.890
Previous Close: 5.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.70%
1 Month  
+44.63%
3 Months
  -36.48%
YTD
  -1.94%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.060 5.650
1M High / 1M Low: 6.060 3.590
6M High / 6M Low: 9.650 3.590
High (YTD): 2024-03-21 9.650
Low (YTD): 2024-05-27 3.590
52W High: 2024-03-21 9.650
52W Low: 2023-10-27 2.430
Avg. price 1W:   5.902
Avg. volume 1W:   0.000
Avg. price 1M:   4.616
Avg. volume 1M:   0.000
Avg. price 6M:   6.308
Avg. volume 6M:   0.000
Avg. price 1Y:   5.406
Avg. volume 1Y:   0.000
Volatility 1M:   96.96%
Volatility 6M:   79.49%
Volatility 1Y:   84.18%
Volatility 3Y:   -