UC WAR. CALL 01/26 DAP/ DE000HD654P1 /
9/12/2024 9:40:33 AM | Chg.-0.020 | Bid9:45:09 AM | Ask9:45:09 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.850EUR | -0.34% | 5.840 Bid Size: 2,000 |
6.120 Ask Size: 2,000 |
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: | 4.03 |
Leverage: | Yes |
Calculated values
Fair value: | 4.02 |
---|---|
Intrinsic value: | 1.93 |
Implied volatility: | 0.42 |
Historic volatility: | 0.21 |
Parity: | 1.93 |
Time value: | 4.26 |
Break-even: | 291.90 |
Moneyness: | 1.08 |
Premium: | 0.17 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.06 |
Spread %: | 0.98% |
Delta: | 0.69 |
Theta: | -0.05 |
Omega: | 2.79 |
Rho: | 1.49 |
Quote data
Open: | 5.780 |
---|---|
High: | 5.850 |
Low: | 5.780 |
Previous Close: | 5.870 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +8.13% | ||
---|---|---|---|
1 Month | +1.21% | ||
3 Months | -2.66% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.040 | 5.410 |
---|---|---|
1M High / 1M Low: | 6.040 | 5.330 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.758 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.737 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 44.50% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |