UC WAR. CALL 12/25 DAP/ DE000HD543Y8 /
| 2024-09-18 11:41:21 AM | Chg.-0.1200 | Bid1:00:00 PM | Ask1:00:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9500EUR | -3.91% | 2.8400 Bid Size: 6,000 |
3.0200 Ask Size: 6,000 |
DANAHER CORP. D... | 280.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD543Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-04-29 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.33 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.20 |
| Parity: | -3.50 |
| Time value: | 3.09 |
| Break-even: | 310.90 |
| Moneyness: | 0.87 |
| Premium: | 0.27 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.06 |
| Spread %: | 1.98% |
| Delta: | 0.49 |
| Theta: | -0.05 |
| Omega: | 3.91 |
| Rho: | 1.12 |
Quote data
| Open: | 2.8500 |
|---|---|
| High: | 2.9500 |
| Low: | 2.8500 |
| Previous Close: | 3.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.14% | ||
|---|---|---|---|
| 1 Month | -5.14% | ||
| 3 Months | +0.68% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2800 | 3.0700 |
|---|---|---|
| 1M High / 1M Low: | 3.2800 | 2.7200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0109 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 59.31% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
