UniCredit Call 230 DAP 14.01.2026
/ DE000HD654P1
UniCredit Call 230 DAP 14.01.2026/ DE000HD654P1 /
10/14/2024 1:42:20 PM |
Chg.-0.080 |
Bid1:53:50 PM |
Ask1:53:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.740EUR |
-1.37% |
5.740 Bid Size: 4,000 |
5.930 Ask Size: 4,000 |
DANAHER CORP. D... |
230.00 - |
1/14/2026 |
Call |
Master data
WKN: |
HD654P |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
DANAHER CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 - |
Maturity: |
1/14/2026 |
Issue date: |
6/5/2024 |
Last trading day: |
1/13/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.75 |
Intrinsic value: |
1.75 |
Implied volatility: |
0.45 |
Historic volatility: |
0.21 |
Parity: |
1.75 |
Time value: |
4.32 |
Break-even: |
290.70 |
Moneyness: |
1.08 |
Premium: |
0.17 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.25 |
Spread %: |
4.30% |
Delta: |
0.68 |
Theta: |
-0.06 |
Omega: |
2.79 |
Rho: |
1.36 |
Quote data
Open: |
5.620 |
High: |
5.740 |
Low: |
5.620 |
Previous Close: |
5.820 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.53% |
1 Month |
|
|
-3.37% |
3 Months |
|
|
+22.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.820 |
5.540 |
1M High / 1M Low: |
6.180 |
5.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.700 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.848 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
64.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |