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: | - |
