UC WAR. CALL 12/24 DAP/ DE000HD03PV2 /
9/11/2024 5:41:54 PM | Chg.-0.2300 | Bid5:45:07 PM | Ask5:45:07 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.7000EUR | -7.85% | 2.6900 Bid Size: 8,000 |
2.7100 Ask Size: 8,000 |
DANAHER CORP. D... | 250.00 - | 12/18/2024 | Call |
Master data
WKN: | HD03PV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANAHER CORP. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 - |
Maturity: | 12/18/2024 |
Issue date: | 10/23/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.23 |
Leverage: | Yes |
Calculated values
Fair value: | 1.14 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.58 |
Historic volatility: | 0.21 |
Parity: | -0.07 |
Time value: | 3.03 |
Break-even: | 280.30 |
Moneyness: | 1.00 |
Premium: | 0.12 |
Premium p.a.: | 0.55 |
Spread abs.: | 0.02 |
Spread %: | 0.66% |
Delta: | 0.57 |
Theta: | -0.16 |
Omega: | 4.67 |
Rho: | 0.30 |
Quote data
Open: | 2.8400 |
---|---|
High: | 2.9400 |
Low: | 2.7000 |
Previous Close: | 2.9300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +17.90% | ||
---|---|---|---|
1 Month | -5.92% | ||
3 Months | +2.66% | ||
YTD | +31.07% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.9300 | 2.2900 |
---|---|---|
1M High / 1M Low: | 2.9300 | 2.2300 |
6M High / 6M Low: | 3.7300 | 1.3400 |
High (YTD): | 8/1/2024 | 3.7300 |
Low (YTD): | 7/9/2024 | 1.3400 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.5800 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6364 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.4162 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 91.54% | |
Volatility 6M: | 147.66% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |