UC WAR. CALL 09/24 DAP/ DE000HD03PQ2 /
| 7/10/2024 9:42:11 PM | Chg.+0.0700 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7700EUR | +10.00% | 0.7800 Bid Size: 15,000 |
0.8000 Ask Size: 15,000 |
DANAHER CORP. D... | 250.00 - | 9/18/2024 | Call |
Master data
| WKN: | HD03PQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/23/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 29.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.21 |
| Parity: | -2.83 |
| Time value: | 0.74 |
| Break-even: | 257.40 |
| Moneyness: | 0.89 |
| Premium: | 0.16 |
| Premium p.a.: | 1.18 |
| Spread abs.: | 0.02 |
| Spread %: | 2.78% |
| Delta: | 0.31 |
| Theta: | -0.11 |
| Omega: | 9.17 |
| Rho: | 0.12 |
Quote data
| Open: | 0.7000 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7000 |
| Previous Close: | 0.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.94% | ||
|---|---|---|---|
| 1 Month | -60.71% | ||
| 3 Months | -53.89% | ||
| YTD | -52.76% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8100 | 0.7000 |
|---|---|---|
| 1M High / 1M Low: | 2.1900 | 0.7000 |
| 6M High / 6M Low: | 2.5200 | 0.7000 |
| High (YTD): | 5/22/2024 | 2.5200 |
| Low (YTD): | 7/9/2024 | 0.7000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2882 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7550 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 211.10% | |
| Volatility 6M: | 175.71% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
