UC WAR. CALL 09/24 DAP/ DE000HD4FLU3 /
9/4/2024 1:40:54 PM | Chg.- | Bid2:11:24 PM | Ask9/4/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6300EUR | - | 0.6300 Bid Size: 5,000 |
- Ask Size: 5,000 |
DANAHER CORP. D... | 260.00 - | 9/18/2024 | Call |
Master data
WKN: | HD4FLU |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANAHER CORP. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 260.00 - |
Maturity: | 9/18/2024 |
Issue date: | 4/8/2024 |
Last trading day: | 9/4/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 34.15 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.84 |
Historic volatility: | 0.21 |
Parity: | -1.07 |
Time value: | 0.73 |
Break-even: | 267.30 |
Moneyness: | 0.96 |
Premium: | 0.07 |
Premium p.a.: | 37.01 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.38 |
Theta: | -0.80 |
Omega: | 13.09 |
Rho: | 0.02 |
Quote data
Open: | 0.5900 |
---|---|
High: | 0.6300 |
Low: | 0.5900 |
Previous Close: | 0.6700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -47.93% | ||
3 Months | -60.13% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 1.3800 | 0.6300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 1.0994 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 176.44% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |