UC WAR. CALL 06/26 DAP/ DE000HD5SSH5 /
| 2024-11-15 9:42:39 PM | Chg.-0.4500 | Bid9:59:52 PM | Ask9:59:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8700EUR | -13.55% | 2.7800 Bid Size: 15,000 |
3.0000 Ask Size: 15,000 |
DANAHER CORP. D... | 250.00 - | 2026-06-17 | Call |
Master data
| WKN: | HD5SSH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2026-06-17 |
| Issue date: | 2024-05-22 |
| Last trading day: | 2026-06-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.55 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.21 |
| Parity: | -3.11 |
| Time value: | 3.00 |
| Break-even: | 280.00 |
| Moneyness: | 0.88 |
| Premium: | 0.28 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.22 |
| Spread %: | 7.91% |
| Delta: | 0.51 |
| Theta: | -0.04 |
| Omega: | 3.71 |
| Rho: | 1.29 |
Quote data
| Open: | 3.0200 |
|---|---|
| High: | 3.1300 |
| Low: | 2.8500 |
| Previous Close: | 3.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.06% | ||
|---|---|---|---|
| 1 Month | -46.36% | ||
| 3 Months | -46.05% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4500 | 2.8700 |
|---|---|---|
| 1M High / 1M Low: | 5.4900 | 2.8700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.2760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.8736 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 85.45% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
