UC WAR. CALL 12/24 DAP/ DE000HD03PV2 /
| 2024-08-05 9:40:20 PM | Chg.-0.2900 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0100EUR | -8.79% | 3.0300 Bid Size: 8,000 |
3.0500 Ask Size: 8,000 |
DANAHER CORP. D... | 250.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD03PV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.64 |
|---|---|
| Intrinsic value: | 0.36 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.21 |
| Parity: | 0.36 |
| Time value: | 3.14 |
| Break-even: | 285.00 |
| Moneyness: | 1.01 |
| Premium: | 0.12 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.10 |
| Spread %: | 2.94% |
| Delta: | 0.60 |
| Theta: | -0.13 |
| Omega: | 4.33 |
| Rho: | 0.43 |
Quote data
| Open: | 2.0500 |
|---|---|
| High: | 3.2300 |
| Low: | 2.0500 |
| Previous Close: | 3.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.75% | ||
|---|---|---|---|
| 1 Month | +121.32% | ||
| 3 Months | +42.65% | ||
| YTD | +46.12% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7300 | 3.1600 |
|---|---|---|
| 1M High / 1M Low: | 3.7300 | 1.3400 |
| 6M High / 6M Low: | 3.7300 | 1.3400 |
| High (YTD): | 2024-08-01 | 3.7300 |
| Low (YTD): | 2024-07-09 | 1.3400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.4200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2890 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4198 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 200.93% | |
| Volatility 6M: | 146.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
