UniCredit Call 220 DAP 15.01.2025
/ DE000HD03PZ3
UniCredit Call 220 DAP 15.01.2025/ DE000HD03PZ3 /
| 05/08/2024 19:39:29 |
Chg.-0.360 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.370EUR |
-6.28% |
5.290
Bid Size: 6,000 |
5.310
Ask Size: 6,000 |
DANAHER CORP. D... |
220.00 - |
15/01/2025 |
Call |
Master data
| WKN: |
HD03PZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANAHER CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
15/01/2025 |
| Issue date: |
23/10/2023 |
| Last trading day: |
14/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.36 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.21 |
| Parity: |
3.36 |
| Time value: |
2.59 |
| Break-even: |
279.50 |
| Moneyness: |
1.15 |
| Premium: |
0.10 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.10 |
| Spread %: |
1.71% |
| Delta: |
0.72 |
| Theta: |
-0.12 |
| Omega: |
3.08 |
| Rho: |
0.55 |
Quote data
| Open: |
4.310 |
| High: |
5.540 |
| Low: |
4.310 |
| Previous Close: |
5.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.46% |
| 1 Month |
|
|
+72.12% |
| 3 Months |
|
|
+35.95% |
| YTD |
|
|
+49.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.250 |
5.370 |
| 1M High / 1M Low: |
6.250 |
3.090 |
| 6M High / 6M Low: |
6.250 |
3.090 |
| High (YTD): |
01/08/2024 |
6.250 |
| Low (YTD): |
15/01/2024 |
2.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.416 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.48% |
| Volatility 6M: |
|
103.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
