UC WAR. CALL 01/26 DAP/ DE000HD654P1 /
| 10/14/2024 1:42:32 PM | Chg.-0.140 | Bid2:07:39 PM | Ask2:07:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.740EUR | -2.38% | 5.740 Bid Size: 4,000 |
5.930 Ask Size: 4,000 |
DANAHER CORP. D... | 230.00 - | 1/14/2026 | Call |
Master data
| WKN: | HD654P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 1/14/2026 |
| Issue date: | 6/5/2024 |
| Last trading day: | 1/13/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.75 |
|---|---|
| Intrinsic value: | 1.75 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.21 |
| Parity: | 1.75 |
| Time value: | 4.32 |
| Break-even: | 290.70 |
| Moneyness: | 1.08 |
| Premium: | 0.17 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.25 |
| Spread %: | 4.30% |
| Delta: | 0.68 |
| Theta: | -0.06 |
| Omega: | 2.79 |
| Rho: | 1.36 |
Quote data
| Open: | 5.620 |
|---|---|
| High: | 5.740 |
| Low: | 5.620 |
| Previous Close: | 5.880 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.88% | ||
|---|---|---|---|
| 1 Month | -3.85% | ||
| 3 Months | +22.91% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.880 | 5.600 |
|---|---|---|
| 1M High / 1M Low: | 6.190 | 5.440 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.746 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.885 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 67.51% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
