UC WAR. CALL 06/25 DAP/ DE000HD31UY7 /
2024-09-12 9:40:44 AM | Chg.-0.0600 | Bid2024-09-12 | Ask2024-09-12 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1500EUR | -28.57% | 0.1500 Bid Size: 10,000 |
0.3200 Ask Size: 10,000 |
DANAHER CORP. D... | 380.00 - | 2025-06-18 | Call |
Master data
WKN: | HD31UY |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANAHER CORP. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 380.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2024-02-26 |
Last trading day: | 2025-06-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 92.33 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.21 |
Parity: | -13.07 |
Time value: | 0.27 |
Break-even: | 382.70 |
Moneyness: | 0.66 |
Premium: | 0.54 |
Premium p.a.: | 0.75 |
Spread abs.: | 0.04 |
Spread %: | 17.39% |
Delta: | 0.09 |
Theta: | -0.02 |
Omega: | 8.73 |
Rho: | 0.16 |
Quote data
Open: | 0.1100 |
---|---|
High: | 0.1500 |
Low: | 0.1100 |
Previous Close: | 0.2100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -16.67% | ||
---|---|---|---|
1 Month | -37.50% | ||
3 Months | -51.61% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2300 | 0.1800 |
---|---|---|
1M High / 1M Low: | 0.2500 | 0.1400 |
6M High / 6M Low: | 0.4200 | 0.1100 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2060 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2065 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2655 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 199.85% | |
Volatility 6M: | 196.18% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |