UC WAR. CALL 12/24 DAP/ DE000HD4WH05 /
| 8/16/2024 8:00:56 AM | Chg.-0.1300 | Bid9:30:01 AM | Ask9:30:01 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.4300EUR | -3.65% | 3.4500 Bid Size: 2,000 |
3.5600 Ask Size: 2,000 |
DANAHER CORP. D... | 240.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD4WH0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 4/22/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.51 |
|---|---|
| Intrinsic value: | 0.35 |
| Implied volatility: | 0.55 |
| Historic volatility: | 0.21 |
| Parity: | 0.35 |
| Time value: | 3.07 |
| Break-even: | 274.20 |
| Moneyness: | 1.01 |
| Premium: | 0.13 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.02 |
| Spread %: | 0.59% |
| Delta: | 0.60 |
| Theta: | -0.13 |
| Omega: | 4.25 |
| Rho: | 0.38 |
Quote data
| Open: | 3.4300 |
|---|---|
| High: | 3.4300 |
| Low: | 3.4300 |
| Previous Close: | 3.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.38% | ||
|---|---|---|---|
| 1 Month | +39.43% | ||
| 3 Months | -3.38% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.5600 | 3.3500 |
|---|---|---|
| 1M High / 1M Low: | 4.4900 | 1.9600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.4640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.4100 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 176.95% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
