UC WAR. CALL 12/25 DAP/ DE000HD543Y8 /
16/08/2024 17:41:40 | Chg.-0.1300 | Bid18:35:18 | Ask18:35:18 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.0700EUR | -4.06% | 2.9800 Bid Size: 10,000 |
3.0400 Ask Size: 10,000 |
DANAHER CORP. D... | 280.00 - | 17/12/2025 | Call |
Master data
WKN: | HD543Y |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | DANAHER CORP. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 280.00 - |
Maturity: | 17/12/2025 |
Issue date: | 29/04/2024 |
Last trading day: | 16/12/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.67 |
Leverage: | Yes |
Calculated values
Fair value: | 1.53 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.21 |
Parity: | -3.45 |
Time value: | 3.20 |
Break-even: | 312.00 |
Moneyness: | 0.88 |
Premium: | 0.27 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.06 |
Spread %: | 1.91% |
Delta: | 0.50 |
Theta: | -0.05 |
Omega: | 3.85 |
Rho: | 1.22 |
Quote data
Open: | 2.9800 |
---|---|
High: | 3.0700 |
Low: | 2.9800 |
Previous Close: | 3.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.06% | ||
---|---|---|---|
1 Month | +21.83% | ||
3 Months | -8.63% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.2000 | 3.0600 |
---|---|---|
1M High / 1M Low: | 3.9400 | 2.2500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.1400 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.1657 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 125.67% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |