UC WAR. CALL 03/25 DAP/ DE000HD43SA6 /
8/6/2024 9:41:38 PM | Chg.+0.1700 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.1400EUR | +5.72% | 2.9800 Bid Size: 8,000 |
3.0000 Ask Size: 8,000 |
DANAHER CORP. D... | 260.00 - | 3/19/2025 | Call |
Master data
WKN: | HD43SA |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANAHER CORP. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 260.00 - |
Maturity: | 3/19/2025 |
Issue date: | 3/25/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.14 |
Leverage: | Yes |
Calculated values
Fair value: | 1.25 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.44 |
Historic volatility: | 0.21 |
Parity: | -1.41 |
Time value: | 3.02 |
Break-even: | 290.20 |
Moneyness: | 0.95 |
Premium: | 0.18 |
Premium p.a.: | 0.31 |
Spread abs.: | 0.02 |
Spread %: | 0.67% |
Delta: | 0.53 |
Theta: | -0.08 |
Omega: | 4.32 |
Rho: | 0.62 |
Quote data
Open: | 2.9800 |
---|---|
High: | 3.2700 |
Low: | 2.9800 |
Previous Close: | 2.9700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -9.25% | ||
---|---|---|---|
1 Month | +105.23% | ||
3 Months | +47.42% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.6000 | 2.9700 |
---|---|---|
1M High / 1M Low: | 3.6000 | 1.4800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.2780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.4368 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 176.60% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |