UC WAR. CALL 12/24 DAP/ DE000HD543W2 /
7/17/2024 11:40:07 AM | Chg.-0.0300 | Bid1:28:00 PM | Ask1:28:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4000EUR | -2.10% | 1.3000 Bid Size: 8,000 |
1.3700 Ask Size: 8,000 |
DANAHER CORP. D... | 260.00 - | 12/18/2024 | Call |
Master data
WKN: | HD543W |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANAHER CORP. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 260.00 - |
Maturity: | 12/18/2024 |
Issue date: | 4/29/2024 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 15.84 |
Leverage: | Yes |
Calculated values
Fair value: | 0.43 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.40 |
Historic volatility: | 0.21 |
Parity: | -2.87 |
Time value: | 1.46 |
Break-even: | 274.60 |
Moneyness: | 0.89 |
Premium: | 0.19 |
Premium p.a.: | 0.50 |
Spread abs.: | 0.02 |
Spread %: | 1.39% |
Delta: | 0.40 |
Theta: | -0.08 |
Omega: | 6.27 |
Rho: | 0.32 |
Quote data
Open: | 1.4300 |
---|---|
High: | 1.4300 |
Low: | 1.4000 |
Previous Close: | 1.4300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +33.33% | ||
---|---|---|---|
1 Month | -20.45% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4300 | 1.0500 |
---|---|---|
1M High / 1M Low: | 1.8700 | 0.9700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2400 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.3777 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 174.01% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |