UC WAR. CALL 09/24 DAP/ DE000HD03PQ2 /
| 06/08/2024 11:41:00 | Chg.+0.2700 | Bid13:15:33 | Ask13:15:33 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5100EUR | +12.05% | 2.4900 Bid Size: 4,000 |
2.5700 Ask Size: 4,000 |
DANAHER CORP. D... | 250.00 - | 18/09/2024 | Call |
Master data
| WKN: | HD03PQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 18/09/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.57 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.72 |
| Historic volatility: | 0.21 |
| Parity: | -0.41 |
| Time value: | 2.29 |
| Break-even: | 272.90 |
| Moneyness: | 0.98 |
| Premium: | 0.11 |
| Premium p.a.: | 1.42 |
| Spread abs.: | 0.02 |
| Spread %: | 0.88% |
| Delta: | 0.53 |
| Theta: | -0.29 |
| Omega: | 5.69 |
| Rho: | 0.13 |
Quote data
| Open: | 2.2500 |
|---|---|
| High: | 2.5700 |
| Low: | 2.2500 |
| Previous Close: | 2.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.69% | ||
|---|---|---|---|
| 1 Month | +239.19% | ||
| 3 Months | +75.52% | ||
| YTD | +53.99% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.0900 | 2.2400 |
|---|---|---|
| 1M High / 1M Low: | 3.0900 | 0.7000 |
| 6M High / 6M Low: | 3.0900 | 0.7000 |
| High (YTD): | 01/08/2024 | 3.0900 |
| Low (YTD): | 09/07/2024 | 0.7000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6886 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8082 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 322.16% | |
| Volatility 6M: | 208.60% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
