UC WAR. CALL 03/25 DAP/ DE000HD43SB4 /
9/11/2024 5:41:54 PM | Chg.-0.1000 | Bid6:49:06 PM | Ask6:49:06 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0100EUR | -9.01% | 1.0100 Bid Size: 15,000 |
1.0300 Ask Size: 15,000 |
DANAHER CORP. D... | 300.00 - | 3/19/2025 | Call |
Master data
WKN: | HD43SB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANAHER CORP. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 300.00 - |
Maturity: | 3/19/2025 |
Issue date: | 3/25/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 21.49 |
Leverage: | Yes |
Calculated values
Fair value: | 0.26 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.37 |
Historic volatility: | 0.21 |
Parity: | -5.07 |
Time value: | 1.16 |
Break-even: | 311.60 |
Moneyness: | 0.83 |
Premium: | 0.25 |
Premium p.a.: | 0.54 |
Spread abs.: | 0.02 |
Spread %: | 1.75% |
Delta: | 0.31 |
Theta: | -0.07 |
Omega: | 6.68 |
Rho: | 0.34 |
Quote data
Open: | 1.0100 |
---|---|
High: | 1.0900 |
Low: | 1.0100 |
Previous Close: | 1.1100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +23.17% | ||
---|---|---|---|
1 Month | -15.83% | ||
3 Months | -6.48% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1100 | 0.8200 |
---|---|---|
1M High / 1M Low: | 1.1200 | 0.7800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.9640 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9905 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 112.88% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |