UniCredit Call 400 HDI 15.01.2025
/ DE000HC3L423
UniCredit Call 400 HDI 15.01.2025/ DE000HC3L423 /
2024-09-23 9:00:28 AM |
Chg.-0.07 |
Bid12:33:23 PM |
Ask12:33:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.47EUR |
-4.55% |
1.50 Bid Size: 6,000 |
1.57 Ask Size: 6,000 |
HOME DEPOT INC. D... |
400.00 - |
2025-01-15 |
Call |
Master data
WKN: |
HC3L42 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
HOME DEPOT INC. DL-,05 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 - |
Maturity: |
2025-01-15 |
Issue date: |
2023-01-27 |
Last trading day: |
2025-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.18 |
Parity: |
-5.06 |
Time value: |
1.55 |
Break-even: |
415.50 |
Moneyness: |
0.87 |
Premium: |
0.19 |
Premium p.a.: |
0.74 |
Spread abs.: |
0.02 |
Spread %: |
1.31% |
Delta: |
0.33 |
Theta: |
-0.14 |
Omega: |
7.49 |
Rho: |
0.31 |
Quote data
Open: |
1.47 |
High: |
1.47 |
Low: |
1.47 |
Previous Close: |
1.54 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.08% |
1 Month |
|
|
+37.38% |
3 Months |
|
|
+56.38% |
YTD |
|
|
-2.65% |
1 Year |
|
|
+65.17% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.56 |
1.30 |
1M High / 1M Low: |
1.56 |
0.75 |
6M High / 6M Low: |
2.60 |
0.29 |
High (YTD): |
2024-03-22 |
2.92 |
Low (YTD): |
2024-05-27 |
0.29 |
52W High: |
2024-03-22 |
2.92 |
52W Low: |
2024-05-27 |
0.29 |
Avg. price 1W: |
|
1.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.91 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.11 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
146.98% |
Volatility 6M: |
|
213.90% |
Volatility 1Y: |
|
186.39% |
Volatility 3Y: |
|
- |