UC WAR. CALL 12/24 DAP/ DE000HD03PV2 /
| 2024-11-15 9:40:36 PM | Chg.-0.1700 | Bid9:59:20 PM | Ask9:59:20 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1700EUR | -50.00% | 0.1300 Bid Size: 20,000 |
0.2200 Ask Size: 20,000 |
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: | 99.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.21 |
| Parity: | -3.11 |
| Time value: | 0.22 |
| Break-even: | 252.20 |
| Moneyness: | 0.88 |
| Premium: | 0.15 |
| Premium p.a.: | 4.02 |
| Spread abs.: | 0.09 |
| Spread %: | 69.23% |
| Delta: | 0.16 |
| Theta: | -0.11 |
| Omega: | 16.14 |
| Rho: | 0.03 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.2600 |
| Low: | 0.1500 |
| Previous Close: | 0.3400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -70.69% | ||
|---|---|---|---|
| 1 Month | -93.44% | ||
| 3 Months | -93.86% | ||
| YTD | -91.75% | ||
| 1 Year | -86.07% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4400 | 0.1700 |
|---|---|---|
| 1M High / 1M Low: | 2.7600 | 0.1700 |
| 6M High / 6M Low: | 3.7300 | 0.1700 |
| High (YTD): | 2024-08-01 | 3.7300 |
| Low (YTD): | 2024-11-15 | 0.1700 |
| 52W High: | 2024-08-01 | 3.7300 |
| 52W Low: | 2024-11-15 | 0.1700 |
| Avg. price 1W: | 0.3400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9723 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2744 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.2303 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 311.94% | |
| Volatility 6M: | 194.32% | |
| Volatility 1Y: | 161.78% | |
| Volatility 3Y: | - |
