UC WAR. CALL 01/26 DAP/ DE000HD5SSE2 /
| 11/15/2024 9:42:36 PM | Chg.-0.2400 | Bid9:59:52 PM | Ask9:59:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0800EUR | -18.18% | 1.0100 Bid Size: 20,000 |
1.1900 Ask Size: 20,000 |
DANAHER CORP. D... | 290.00 - | 1/14/2026 | Call |
Master data
| WKN: | HD5SSE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 290.00 - |
| Maturity: | 1/14/2026 |
| Issue date: | 5/22/2024 |
| Last trading day: | 1/13/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.21 |
| Parity: | -7.11 |
| Time value: | 1.19 |
| Break-even: | 301.90 |
| Moneyness: | 0.75 |
| Premium: | 0.38 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.18 |
| Spread %: | 17.82% |
| Delta: | 0.30 |
| Theta: | -0.04 |
| Omega: | 5.44 |
| Rho: | 0.61 |
Quote data
| Open: | 1.1200 |
|---|---|
| High: | 1.2100 |
| Low: | 1.0600 |
| Previous Close: | 1.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.52% | ||
|---|---|---|---|
| 1 Month | -61.01% | ||
| 3 Months | -61.43% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4100 | 1.0800 |
|---|---|---|
| 1M High / 1M Low: | 2.8800 | 1.0800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7164 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.13% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
