UC WAR. CALL 09/24 DAP/ DE000HD03PQ2 /
2024-08-19 11:41:50 AM | Chg.- | Bid12:00:10 PM | Ask2024-08-19 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.8600EUR | - | 1.9000 Bid Size: 4,000 |
- Ask Size: 3,000 |
DANAHER CORP. D... | 250.00 - | 2024-09-18 | Call |
Master data
WKN: | HD03PQ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANAHER CORP. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 - |
Maturity: | 2024-09-18 |
Issue date: | 2023-10-23 |
Last trading day: | 2024-08-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 12.22 |
Leverage: | Yes |
Calculated values
Fair value: | 0.26 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 1.50 |
Historic volatility: | 0.21 |
Parity: | -0.07 |
Time value: | 2.04 |
Break-even: | 270.40 |
Moneyness: | 1.00 |
Premium: | 0.08 |
Premium p.a.: | 68.35 |
Spread abs.: | -0.08 |
Spread %: | -3.77% |
Delta: | 0.54 |
Theta: | -1.48 |
Omega: | 6.57 |
Rho: | 0.02 |
Quote data
Open: | 1.9000 |
---|---|
High: | 1.9000 |
Low: | 1.8600 |
Previous Close: | 2.0000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -10.58% | ||
3 Months | -5.10% | ||
YTD | +14.11% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 2.0900 | 1.8600 |
6M High / 6M Low: | 3.0900 | 0.7000 |
High (YTD): | 2024-08-01 | 3.0900 |
Low (YTD): | 2024-07-09 | 0.7000 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 1.9617 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.7450 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 125.93% | |
Volatility 6M: | 219.82% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |