UniCredit Call 200 DAP 18.09.2024
/ DE000HD0BLP0
UniCredit Call 200 DAP 18.09.2024/ DE000HD0BLP0 /
| 06/09/2024 09:54:47 |
Chg.-0.230 |
Bid10:21:33 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.570EUR |
-3.97% |
5.640
Bid Size: 3,000 |
-
Ask Size: - |
DANAHER CORP. D... |
200.00 - |
18/09/2024 |
Call |
Master data
| WKN: |
HD0BLP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.85 |
| Intrinsic value: |
3.82 |
| Implied volatility: |
2.28 |
| Historic volatility: |
0.20 |
| Parity: |
3.82 |
| Time value: |
2.00 |
| Break-even: |
258.20 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
10.56 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.34% |
| Delta: |
0.74 |
| Theta: |
-1.35 |
| Omega: |
3.02 |
| Rho: |
0.04 |
Quote data
| Open: |
5.690 |
| High: |
5.690 |
| Low: |
5.570 |
| Previous Close: |
5.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.78% |
| 1 Month |
|
|
-18.69% |
| 3 Months |
|
|
-14.31% |
| YTD |
|
|
+28.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.210 |
5.720 |
| 1M High / 1M Low: |
6.850 |
5.720 |
| 6M High / 6M Low: |
7.600 |
3.950 |
| High (YTD): |
01/08/2024 |
7.600 |
| Low (YTD): |
15/01/2024 |
3.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.536 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.13% |
| Volatility 6M: |
|
98.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
