OverviewChartNewsTraderScreen

UniCredit Call 300 HDI 18.12.2024/  DE000HC3L3W7  /

Frankfurt Zert./HVB
2024-06-21  7:27:11 PM Chg.+0.210 Bid9:59:30 PM Ask9:59:30 PM Underlying Strike price Expiration date Option type
5.950EUR +3.66% 6.090
Bid Size: 6,000		 6.110
Ask Size: 6,000		 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: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.59
Leverage: Yes

Calculated values

Fair value: 3.91
Intrinsic value: 3.01
Implied volatility: 0.45
Historic volatility: 0.17
Parity: 3.01
Time value: 2.90
Break-even: 359.10
Moneyness: 1.10
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 0.34%
Delta: 0.70
Theta: -0.12
Omega: 3.90
Rho: 0.85
 

Quote data

Open: 5.840
High: 6.020
Low: 5.800
Previous Close: 5.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.98%
1 Month  
+41.00%
3 Months
  -32.54%
YTD
  -1.65%
1 Year  
+50.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.920 5.220
1M High / 1M Low: 5.920 3.460
6M High / 6M Low: 9.440 3.460
High (YTD): 2024-03-22 9.440
Low (YTD): 2024-05-27 3.460
52W High: 2024-03-22 9.440
52W Low: 2023-10-27 2.310
Avg. price 1W:   5.646
Avg. volume 1W:   0.000
Avg. price 1M:   4.421
Avg. volume 1M:   0.000
Avg. price 6M:   6.193
Avg. volume 6M:   0.000
Avg. price 1Y:   5.278
Avg. volume 1Y:   0.000
Volatility 1M:   103.58%
Volatility 6M:   81.95%
Volatility 1Y:   86.95%
Volatility 3Y:   -