UC WAR. CALL 01/26 DAP/ DE000HD5SSD4 /
9/12/2024 9:40:15 AM | Chg.-0.0500 | Bid10:22:03 AM | Ask10:22:03 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.6200EUR | -1.36% | 3.6200 Bid Size: 4,000 |
3.9000 Ask Size: 4,000 |
DANAHER CORP. D... | 270.00 - | 1/14/2026 | Call |
Master data
WKN: | HD5SSD |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANAHER CORP. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 270.00 - |
Maturity: | 1/14/2026 |
Issue date: | 5/22/2024 |
Last trading day: | 1/13/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.57 |
Leverage: | Yes |
Calculated values
Fair value: | 1.89 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.37 |
Historic volatility: | 0.21 |
Parity: | -2.30 |
Time value: | 3.76 |
Break-even: | 307.60 |
Moneyness: | 0.91 |
Premium: | 0.25 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.06 |
Spread %: | 1.62% |
Delta: | 0.55 |
Theta: | -0.05 |
Omega: | 3.59 |
Rho: | 1.30 |
Quote data
Open: | 3.5500 |
---|---|
High: | 3.6200 |
Low: | 3.5500 |
Previous Close: | 3.6700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.04% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | -5.73% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.8000 | 3.3200 |
---|---|---|
1M High / 1M Low: | 3.8000 | 3.2400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.5880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.5565 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 54.30% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |