UC WAR. PUT 12/24 DAP/ DE000HD03PY6 /
| 28/06/2024 21:40:21 | Chg.+0.0100 | Bid28/06/2024 | Ask28/06/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2800EUR | +3.70% | 0.2800 Bid Size: 15,000 |
0.3000 Ask Size: 15,000 |
DANAHER CORP. D... | 200.00 - | 18/12/2024 | Put |
Master data
| WKN: | HD03PY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANAHER CORP. DL-,01 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 200.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 23/10/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -81.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.21 |
| Parity: | -3.51 |
| Time value: | 0.29 |
| Break-even: | 197.10 |
| Moneyness: | 0.85 |
| Premium: | 0.16 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.02 |
| Spread %: | 7.41% |
| Delta: | -0.13 |
| Theta: | -0.02 |
| Omega: | -10.64 |
| Rho: | -0.16 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.2800 |
| Low: | 0.2700 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +3.70% | ||
| 3 Months | -44.00% | ||
| YTD | -69.57% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2800 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.3200 | 0.2000 |
| 6M High / 6M Low: | 1.0700 | 0.1900 |
| High (YTD): | 17/01/2024 | 1.0700 |
| Low (YTD): | 22/05/2024 | 0.1900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2543 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5250 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 193.44% | |
| Volatility 6M: | 134.74% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
