UC WAR. CALL 12/25 DAP/ DE000HD654N6 /
| 2024-09-11 9:40:09 PM | Chg.-0.170 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.800EUR | -2.85% | 5.850 Bid Size: 6,000 |
5.910 Ask Size: 6,000 |
DANAHER CORP. D... | 230.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD654N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-06-05 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.93 |
|---|---|
| Intrinsic value: | 1.93 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.21 |
| Parity: | 1.93 |
| Time value: | 4.19 |
| Break-even: | 291.20 |
| Moneyness: | 1.08 |
| Premium: | 0.17 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.06 |
| Spread %: | 0.99% |
| Delta: | 0.69 |
| Theta: | -0.06 |
| Omega: | 2.82 |
| Rho: | 1.41 |
Quote data
| Open: | 5.730 |
|---|---|
| High: | 5.910 |
| Low: | 5.730 |
| Previous Close: | 5.970 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.61% | ||
|---|---|---|---|
| 1 Month | +1.58% | ||
| 3 Months | -2.03% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.970 | 5.340 |
|---|---|---|
| 1M High / 1M Low: | 5.970 | 5.250 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.694 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.663 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 43.39% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
