UniCredit Call 300 HDI 18.12.2024
/ DE000HC3L3W7
UniCredit Call 300 HDI 18.12.2024/ DE000HC3L3W7 /
| 2024-08-21 12:11:34 PM |
Chg.+0.170 |
Bid9:58:19 PM |
Ask2024-08-21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.450EUR |
+2.71% |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.450 |
| Low: |
6.390 |
| Previous Close: |
6.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+8.40% |
| YTD |
|
|
+6.61% |
| 1 Year |
|
|
+62.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
8.820 |
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: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
5.406 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
5.414 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
106.34% |
| Volatility 1Y: |
|
97.17% |
| Volatility 3Y: |
|
- |
