UC WAR. CALL 01/25 DAP/ DE000HD03PZ3 /
| 2024-08-05 9:42:03 PM | Chg.-0.470 | Bid9:59:51 PM | Ask9:59:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.260EUR | -8.20% | 5.290 Bid Size: 6,000 |
5.310 Ask Size: 6,000 |
DANAHER CORP. D... | 220.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD03PZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.92 |
|---|---|
| Intrinsic value: | 3.36 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.21 |
| Parity: | 3.36 |
| Time value: | 2.59 |
| Break-even: | 279.50 |
| Moneyness: | 1.15 |
| Premium: | 0.10 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.10 |
| Spread %: | 1.71% |
| Delta: | 0.72 |
| Theta: | -0.12 |
| Omega: | 3.08 |
| Rho: | 0.55 |
Quote data
| Open: | 4.330 |
|---|---|
| High: | 5.550 |
| Low: | 4.330 |
| Previous Close: | 5.730 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.62% | ||
|---|---|---|---|
| 1 Month | +66.98% | ||
| 3 Months | +32.16% | ||
| YTD | +45.30% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.240 | 5.260 |
|---|---|---|
| 1M High / 1M Low: | 6.240 | 3.110 |
| 6M High / 6M Low: | 6.240 | 3.110 |
| High (YTD): | 2024-08-01 | 6.240 |
| Low (YTD): | 2024-01-17 | 3.010 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.822 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.513 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.430 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 145.16% | |
| Volatility 6M: | 104.05% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
