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: | - |
