UC WAR. CALL 03/25 DAP/ DE000HD62P97 /
9/11/2024 7:42:17 PM | Chg.-0.0600 | Bid8:04:09 PM | Ask8:04:09 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7800EUR | -7.14% | 0.7900 Bid Size: 15,000 |
0.8100 Ask Size: 15,000 |
DANAHER CORP. D... | 310.00 - | 3/19/2025 | Call |
Master data
WKN: | HD62P9 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANAHER CORP. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 310.00 - |
Maturity: | 3/19/2025 |
Issue date: | 6/3/2024 |
Last trading day: | 3/18/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 28.33 |
Leverage: | Yes |
Calculated values
Fair value: | 0.16 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.21 |
Parity: | -6.07 |
Time value: | 0.88 |
Break-even: | 318.80 |
Moneyness: | 0.80 |
Premium: | 0.28 |
Premium p.a.: | 0.61 |
Spread abs.: | 0.02 |
Spread %: | 2.33% |
Delta: | 0.26 |
Theta: | -0.06 |
Omega: | 7.31 |
Rho: | 0.29 |
Quote data
Open: | 0.7500 |
---|---|
High: | 0.8200 |
Low: | 0.7500 |
Previous Close: | 0.8400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +27.87% | ||
---|---|---|---|
1 Month | -16.13% | ||
3 Months | -6.02% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8400 | 0.6100 |
---|---|---|
1M High / 1M Low: | 0.8600 | 0.5700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7220 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7477 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 126.36% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |