UC WAR. CALL 01/25 DAP/ DE000HD03Q15 /
| 2024-08-02 9:40:48 PM | Chg.-0.2600 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7800EUR | -12.75% | 1.8500 Bid Size: 4,000 |
1.9500 Ask Size: 4,000 |
DANAHER CORP. D... | 280.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD03Q1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.63 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.21 |
| Parity: | -2.64 |
| Time value: | 1.95 |
| Break-even: | 299.50 |
| Moneyness: | 0.91 |
| Premium: | 0.18 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.10 |
| Spread %: | 5.41% |
| Delta: | 0.44 |
| Theta: | -0.09 |
| Omega: | 5.68 |
| Rho: | 0.41 |
Quote data
| Open: | 1.8900 |
|---|---|
| High: | 1.9000 |
| Low: | 1.7600 |
| Previous Close: | 2.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.95% | ||
|---|---|---|---|
| 1 Month | +169.70% | ||
| 3 Months | +58.93% | ||
| YTD | +48.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0400 | 1.6800 |
|---|---|---|
| 1M High / 1M Low: | 2.0400 | 0.6100 |
| 6M High / 6M Low: | 2.0400 | 0.6100 |
| High (YTD): | 2024-08-01 | 2.0400 |
| Low (YTD): | 2024-07-09 | 0.6100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1752 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3247 | |
| Avg. volume 6M: | 22.7559 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 227.21% | |
| Volatility 6M: | 170.36% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
