UC WAR. CALL 12/24 DAP/ DE000HD4WH05 /
18/09/2024 11:40:28 | Chg.-0.0100 | Bid12:45:25 | Ask12:45:25 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.4800EUR | -0.29% | 3.2800 Bid Size: 4,000 |
3.3800 Ask Size: 4,000 |
DANAHER CORP. D... | 240.00 - | 18/12/2024 | Call |
Master data
WKN: | HD4WH0 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANAHER CORP. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 240.00 - |
Maturity: | 18/12/2024 |
Issue date: | 22/04/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 6.96 |
Leverage: | Yes |
Calculated values
Fair value: | 1.37 |
---|---|
Intrinsic value: | 0.50 |
Implied volatility: | 0.66 |
Historic volatility: | 0.20 |
Parity: | 0.50 |
Time value: | 3.02 |
Break-even: | 275.20 |
Moneyness: | 1.02 |
Premium: | 0.12 |
Premium p.a.: | 0.59 |
Spread abs.: | 0.02 |
Spread %: | 0.57% |
Delta: | 0.60 |
Theta: | -0.18 |
Omega: | 4.17 |
Rho: | 0.28 |
Quote data
Open: | 3.4400 |
---|---|
High: | 3.4800 |
Low: | 3.4400 |
Previous Close: | 3.4900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -0.29% | ||
---|---|---|---|
1 Month | +0.29% | ||
3 Months | +15.23% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.8200 | 3.4900 |
---|---|---|
1M High / 1M Low: | 3.8200 | 2.8900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.6020 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.3614 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 83.71% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |