UC WAR. CALL 06/26 DAP/ DE000HD5SSR4 /
| 2024-10-14 8:02:23 AM | Chg.-0.2500 | Bid2024-10-14 | Ask2024-10-14 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8600EUR | -11.85% | 1.8600 Bid Size: 2,000 |
2.2900 Ask Size: 2,000 |
DANAHER CORP. D... | 330.00 - | 2026-06-17 | Call |
Master data
| WKN: | HD5SSR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 330.00 - |
| Maturity: | 2026-06-17 |
| Issue date: | 2024-05-22 |
| Last trading day: | 2026-06-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.79 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.21 |
| Parity: | -8.25 |
| Time value: | 2.21 |
| Break-even: | 352.10 |
| Moneyness: | 0.75 |
| Premium: | 0.42 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.25 |
| Spread %: | 12.76% |
| Delta: | 0.37 |
| Theta: | -0.04 |
| Omega: | 4.18 |
| Rho: | 1.18 |
Quote data
| Open: | 1.8600 |
|---|---|
| High: | 1.8600 |
| Low: | 1.8600 |
| Previous Close: | 2.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.46% | ||
|---|---|---|---|
| 1 Month | -12.26% | ||
| 3 Months | +7.51% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1100 | 1.9800 |
|---|---|---|
| 1M High / 1M Low: | 2.2100 | 1.8100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0665 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.86% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
